+89.7%
GWW vs EME
+252.2%
-162.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.1% |
| 7D | -3.4% | +3.5% | -6.9% | -4.0% |
| 30D | -1.9% | -6.3% | +4.4% | -0.8% |
| 3M | -2.4% | -3.8% | +1.4% | -2.1% |
| 6M | +15.7% | +8.5% | +7.2% | +12.7% |
| YTD | +27.6% | +27.8% | -0.2% | +19.7% |
| 1Y | +27.2% | +22.2% | +5.0% | +19.0% |
| 3Y | +89.7% | +253.5% | -163.8% | +16.4% |
| All | +89.7% | +252.2% | -162.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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