+570.7%
EME vs GWRE
+15.1%
+555.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.3% |
| 7D | +3.5% | -13.2% | +16.8% | +4.8% |
| 30D | -6.3% | -18.6% | +12.3% | -5.1% |
| 3M | -3.8% | +18.9% | -22.7% | -8.2% |
| 6M | +8.5% | -11.0% | +19.5% | +7.7% |
| YTD | +27.8% | -29.9% | +57.7% | +33.6% |
| 1Y | +22.2% | -44.3% | +66.6% | +35.2% |
| 3Y | +253.5% | +51.7% | +201.8% | +196.5% |
| All | +570.7% | +15.1% | +555.6% | +516.2% |
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