+128.5%
EEM vs GWRE
+131.0%
-2.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.3% | -13.2% | +12.0% | +1.3% |
| 30D | +2.1% | -18.6% | +20.7% | +5.0% |
| 3M | +1.0% | +18.9% | -17.9% | -5.0% |
| 6M | +15.9% | -11.0% | +26.9% | +14.8% |
| YTD | +24.6% | -29.9% | +54.5% | +29.9% |
| 1Y | +32.3% | -44.3% | +76.6% | +45.8% |
| 3Y | +85.9% | +51.7% | +34.2% | +49.1% |
| 5Y | +45.4% | +15.4% | +29.9% | +23.5% |
| All | +128.5% | +131.0% | -2.5% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling