+45.0%
EEM vs GWRE
+15.1%
+29.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -1.3% | -13.2% | +12.0% | +0.2% |
| 30D | +2.1% | -18.6% | +20.7% | +3.6% |
| 3M | +1.0% | +18.9% | -17.9% | -2.9% |
| 6M | +15.9% | -11.0% | +26.9% | +15.6% |
| YTD | +24.6% | -29.9% | +54.5% | +29.1% |
| 1Y | +32.3% | -44.3% | +76.6% | +42.9% |
| 3Y | +85.9% | +51.7% | +34.2% | +57.0% |
| All | +45.0% | +15.1% | +29.9% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling