+103.3%
EMR vs GWW
+93.2%
+10.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | +2.8% | +3.6% | -0.7% | +0.6% |
| 30D | +3.7% | +12.1% | -8.5% | -3.5% |
| 3M | +2.0% | +12.9% | -10.9% | -5.5% |
| 6M | +22.1% | +19.3% | +2.8% | +8.7% |
| YTD | +27.2% | +48.7% | -21.5% | -1.9% |
| 1Y | +32.0% | +60.5% | -28.5% | -3.0% |
| 3Y | +103.3% | +93.3% | +10.0% | +37.7% |
| All | +103.3% | +93.2% | +10.0% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling