+230.0%
GLW vs EWZ
+51.3%
+178.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.8% |
| 7D | -11.1% | +1.3% | -12.4% | -11.4% |
| 30D | -28.4% | -26.2% | -2.3% | -21.7% |
| 3M | -28.8% | -8.6% | -20.2% | -28.7% |
| 6M | -39.8% | -17.0% | -22.8% | -37.4% |
| YTD | +28.7% | +2.2% | +26.6% | +25.8% |
| 1Y | +27.7% | +2.7% | +25.0% | +24.5% |
| 3Y | +331.3% | +18.2% | +313.1% | +297.7% |
| All | +230.0% | +51.3% | +178.8% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling