+123.6%
EEM vs GD
+174.7%
-51.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.7% | +0.6% | 0.0% | +0.5% |
| 30D | -6.2% | +9.5% | -15.7% | -9.3% |
| 3M | -5.2% | -5.8% | +0.7% | -3.4% |
| 6M | -8.1% | +7.7% | -15.9% | -11.2% |
| YTD | +14.0% | +11.1% | +2.9% | +8.4% |
| 1Y | +13.8% | +6.1% | +7.7% | +10.1% |
| 3Y | +73.7% | +59.8% | +13.9% | +40.9% |
| 5Y | +34.6% | +104.6% | -70.1% | -4.2% |
| 10Y | +123.6% | +170.5% | -47.0% | +42.9% |
| All | +123.6% | +174.7% | -51.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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