+121.9%
EEM vs GD
+165.4%
-43.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.1% |
| 7D | +5.3% | +1.9% | +3.4% | +4.6% |
| 30D | -7.0% | +9.2% | -16.2% | -10.0% |
| 3M | -8.0% | -7.5% | -0.6% | -5.7% |
| 6M | -6.6% | +5.8% | -12.4% | -9.2% |
| YTD | +12.3% | +9.8% | +2.5% | +7.2% |
| 1Y | +12.2% | +5.8% | +6.4% | +8.5% |
| 3Y | +71.2% | +58.0% | +13.2% | +39.4% |
| 5Y | +32.2% | +100.4% | -68.2% | -5.1% |
| All | +121.9% | +165.4% | -43.5% | +41.8% |
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