+8.0%
EWZ vs GWRE
+869.7%
-861.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.9% | +19.2% | +3.4% |
| 7D | +6.5% | -21.1% | +27.6% | +11.1% |
| 30D | +4.8% | +1.3% | +3.5% | +3.5% |
| 3M | +9.9% | +7.4% | +2.5% | +6.0% |
| 6M | +1.9% | +5.6% | -3.7% | -2.7% |
| YTD | +20.3% | -19.2% | +39.5% | +21.6% |
| 1Y | +35.6% | -25.1% | +60.8% | +38.6% |
| 3Y | +43.4% | +87.7% | -44.3% | +11.0% |
| 5Y | +55.9% | +32.0% | +23.9% | +30.1% |
| 10Y | +84.2% | +157.8% | -73.6% | +26.2% |
| All | +8.0% | +869.7% | -861.7% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling