+394.5%
GLW vs EWZ
+63.8%
+330.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | +16.9% | -0.1% | +16.9% | +16.9% |
| 30D | +7.0% | +8.2% | -1.2% | +3.6% |
| 3M | -3.0% | +13.3% | -16.3% | -7.7% |
| 6M | +31.0% | +3.6% | +27.4% | +29.3% |
| YTD | +93.4% | +21.0% | +72.4% | +82.7% |
| 1Y | +134.7% | +34.7% | +100.1% | +114.4% |
| 3Y | +471.8% | +48.3% | +423.5% | +401.7% |
| 5Y | +394.5% | +60.1% | +334.4% | +310.6% |
| All | +394.5% | +63.8% | +330.7% | +310.6% |
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 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