+562.0%
GLW vs EEM
+123.6%
+438.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +4.9% |
| 7D | +1.4% | +0.7% | +0.7% | +1.5% |
| 30D | -18.2% | -6.2% | -12.0% | -11.8% |
| 3M | -24.2% | -5.2% | -19.0% | -18.4% |
| 6M | -41.7% | -8.1% | -33.6% | -33.5% |
| YTD | +38.3% | +14.0% | +24.3% | +31.4% |
| 1Y | +38.2% | +13.8% | +24.4% | +31.8% |
| 3Y | +363.4% | +73.7% | +289.6% | +202.9% |
| 5Y | +254.6% | +34.6% | +220.0% | +188.5% |
| 10Y | +562.0% | +123.6% | +438.4% | +262.0% |
| All | +562.0% | +123.6% | +438.4% | +262.0% |
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