+116.4%
EEM vs GWRE
+736.4%
-619.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.9% |
| 7D | -0.7% | -30.9% | +30.2% | +5.6% |
| 30D | +2.4% | -20.7% | +23.1% | +5.9% |
| 3M | +4.2% | +20.2% | -16.0% | -1.9% |
| 6M | +14.8% | -11.9% | +26.6% | +13.9% |
| YTD | +23.1% | -30.3% | +53.4% | +27.7% |
| 1Y | +32.5% | -44.6% | +77.2% | +44.6% |
| 3Y | +85.9% | +48.8% | +37.1% | +55.3% |
| 5Y | +43.6% | +14.8% | +28.8% | +24.5% |
| 10Y | +127.2% | +128.1% | -0.9% | +64.7% |
| All | +116.4% | +736.4% | -619.9% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling