+97.5%
GLW vs EWZ
+356.2%
-258.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.9% |
| 7D | +7.7% | +0.8% | +7.0% | +7.5% |
| 30D | -18.8% | -24.4% | +5.5% | -9.5% |
| 3M | -27.7% | -4.6% | -23.1% | -28.0% |
| 6M | -44.4% | -11.6% | -32.9% | -42.7% |
| YTD | +31.3% | +2.4% | +28.9% | +27.5% |
| 1Y | +40.0% | +2.1% | +38.0% | +36.0% |
| 3Y | +339.2% | +18.7% | +320.5% | +292.0% |
| 5Y | +229.2% | +54.2% | +175.0% | +150.8% |
| 10Y | +528.4% | +65.9% | +462.5% | +307.1% |
| All | +97.5% | +356.2% | -258.7% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling