+60.1%
EWZ vs GWRE
+15.9%
+44.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -1.0% |
| 7D | -0.1% | -26.2% | +26.2% | +1.9% |
| 30D | +8.2% | -17.8% | +25.9% | +9.3% |
| 3M | +13.3% | +14.2% | -0.9% | +10.8% |
| 6M | +3.6% | -12.9% | +16.5% | +3.7% |
| YTD | +21.0% | -29.2% | +50.2% | +23.9% |
| 1Y | +34.7% | -44.4% | +79.1% | +42.1% |
| 3Y | +48.3% | +51.1% | -2.8% | +33.9% |
| 5Y | +60.1% | +16.5% | +43.5% | +60.4% |
| All | +60.1% | +15.9% | +44.1% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling