+119.6%
GLW vs EWZ
+35.8%
+83.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -4.2% |
| 7D | +11.7% | +1.1% | +10.6% | +10.7% |
| 30D | +2.7% | +13.5% | -10.8% | -8.1% |
| 3M | -2.8% | +15.2% | -18.1% | -14.6% |
| 6M | +20.2% | +3.7% | +16.4% | +16.2% |
| YTD | +87.3% | +22.5% | +64.8% | +69.4% |
| 1Y | +119.6% | +35.3% | +84.3% | +82.6% |
| All | +119.6% | +35.8% | +83.8% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling