+2,835.6%
EME vs GWRE
+741.3%
+2,094.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | +3.5% | -13.2% | +16.8% | +6.1% |
| 30D | -6.3% | -18.6% | +12.3% | -3.7% |
| 3M | -3.8% | +18.9% | -22.7% | -9.8% |
| 6M | +8.5% | -11.0% | +19.5% | +6.6% |
| YTD | +27.8% | -29.9% | +57.7% | +31.8% |
| 1Y | +22.2% | -44.3% | +66.6% | +33.3% |
| 3Y | +253.5% | +51.7% | +201.8% | +192.7% |
| 5Y | +578.6% | +15.4% | +563.2% | +486.2% |
| 10Y | +1,355.6% | +129.4% | +1,226.1% | +926.5% |
| All | +2,835.6% | +741.3% | +2,094.3% | +1,559.6% |
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 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