+382.5%
GLW vs EEM
+45.8%
+336.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.4% |
| 7D | +14.0% | +3.1% | +10.9% | +10.5% |
| 30D | +0.4% | +4.9% | -4.5% | -4.3% |
| 3M | -11.3% | +5.2% | -16.6% | -13.8% |
| 6M | +35.1% | +20.7% | +14.4% | +17.8% |
| YTD | +90.5% | +26.5% | +64.1% | +61.5% |
| 1Y | +132.0% | +37.8% | +94.2% | +84.8% |
| 3Y | +463.3% | +91.0% | +372.3% | +249.4% |
| 5Y | +382.5% | +47.0% | +335.5% | +238.7% |
| All | +382.5% | +45.8% | +336.7% | +238.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling