+121.1%
EEM vs GD
+165.7%
-44.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.7% | +2.7% | 0.0% | +1.7% |
| 30D | -5.4% | +8.6% | -14.0% | -8.2% |
| 3M | -8.6% | -7.1% | -1.6% | -6.5% |
| 6M | -8.9% | +7.5% | -16.3% | -11.9% |
| YTD | +11.9% | +9.9% | +2.0% | +6.8% |
| 1Y | +13.1% | +7.6% | +5.5% | +8.7% |
| 3Y | +70.7% | +56.2% | +14.5% | +39.6% |
| 5Y | +31.8% | +100.6% | -68.9% | -5.5% |
| All | +121.1% | +165.7% | -44.6% | +41.3% |
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