+16.6%
EMR vs GWW
+31.2%
-14.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.2% |
| 7D | -1.5% | +1.4% | -2.9% | -2.4% |
| 30D | -5.6% | +3.3% | -8.9% | -7.5% |
| 3M | +7.9% | +2.9% | +5.0% | +5.4% |
| 6M | +6.0% | +15.8% | -9.8% | -5.6% |
| YTD | +16.4% | +32.0% | -15.6% | -4.6% |
| 1Y | +16.6% | +29.9% | -13.3% | -3.5% |
| All | +16.6% | +31.2% | -14.5% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling