+867.9%
GLW vs EEM
+128.0%
+740.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | +16.9% | +2.0% | +14.9% | +14.7% |
| 30D | +7.0% | +5.1% | +1.9% | +2.1% |
| 3M | -3.0% | +4.6% | -7.6% | -4.9% |
| 6M | +31.0% | +17.8% | +13.2% | +16.7% |
| YTD | +93.4% | +25.8% | +67.6% | +63.9% |
| 1Y | +134.7% | +36.4% | +98.3% | +86.2% |
| 3Y | +471.8% | +90.0% | +381.8% | +237.7% |
| 5Y | +394.5% | +46.6% | +347.9% | +263.4% |
| 10Y | +867.9% | +132.3% | +735.7% | +397.7% |
| All | +867.9% | +128.0% | +740.0% | +397.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling