+833.1%
GLW vs EWZ
+96.6%
+736.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.7% |
| 7D | +11.7% | +1.1% | +10.6% | +11.2% |
| 30D | +2.7% | +13.5% | -10.8% | -2.5% |
| 3M | -2.8% | +15.2% | -18.1% | -8.3% |
| 6M | +20.2% | +3.7% | +16.4% | +18.5% |
| YTD | +87.3% | +22.5% | +64.8% | +74.1% |
| 1Y | +119.6% | +35.3% | +84.3% | +96.5% |
| 3Y | +453.7% | +50.2% | +403.5% | +369.8% |
| 5Y | +376.1% | +64.6% | +311.5% | +277.6% |
| All | +833.1% | +96.6% | +736.4% | +559.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling