+243.8%
GLW vs EEM
+33.5%
+210.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.4% | +6.0% |
| 7D | -5.9% | -0.1% | -5.8% | -5.2% |
| 30D | -26.0% | -8.6% | -17.4% | -17.3% |
| 3M | -29.9% | -7.0% | -22.9% | -22.4% |
| 6M | -37.8% | -9.7% | -28.1% | -27.1% |
| YTD | +33.1% | +12.1% | +21.0% | +30.9% |
| 1Y | +36.8% | +14.1% | +22.8% | +33.1% |
| 3Y | +356.1% | +72.1% | +284.0% | +223.8% |
| 5Y | +243.8% | +34.1% | +209.7% | +177.5% |
| All | +243.8% | +33.5% | +210.3% | +177.5% |
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