+35.3%
EWZ vs GWRE
-45.4%
+80.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.2% |
| 7D | +1.1% | -30.9% | +32.1% | +0.1% |
| 30D | +13.5% | -20.7% | +34.2% | +12.8% |
| 3M | +15.2% | +20.2% | -4.9% | +15.4% |
| 6M | +3.7% | -11.9% | +15.6% | +4.2% |
| YTD | +22.5% | -30.3% | +52.8% | +23.4% |
| 1Y | +35.3% | -44.6% | +79.9% | +40.1% |
| All | +35.3% | -45.4% | +80.6% | +40.1% |
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