+66.5%
EWZ vs GWRE
+167.6%
-101.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +0.8% | -2.0% | +2.7% | +1.1% |
| 30D | -24.4% | -4.1% | -20.3% | -23.9% |
| 3M | -4.6% | -13.4% | +8.8% | -3.0% |
| 6M | -11.6% | +26.0% | -37.5% | -18.9% |
| YTD | +2.4% | -21.3% | +23.7% | +4.2% |
| 1Y | +2.1% | -27.5% | +29.6% | +6.0% |
| 3Y | +18.7% | +72.7% | -54.0% | -10.2% |
| 5Y | +54.2% | +26.4% | +27.8% | +29.8% |
| All | +66.5% | +167.6% | -101.1% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling