+8.1%
EWZ vs GWRE
-24.5%
+32.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +1.6% |
| 7D | -4.1% | +2.2% | -6.3% | -4.1% |
| 30D | -25.0% | +4.5% | -29.5% | -24.8% |
| 3M | -10.6% | +6.4% | -17.1% | -10.3% |
| 6M | -16.6% | +18.8% | -35.4% | -15.9% |
| YTD | +2.5% | -15.1% | +17.6% | +3.3% |
| 1Y | +8.1% | -23.4% | +31.5% | +11.9% |
| All | +8.1% | -24.5% | +32.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling