+114.1%
EEM vs GD
+180.8%
-66.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.3% |
| 7D | -0.9% | -1.9% | +1.0% | -0.2% |
| 30D | -9.3% | +10.9% | -20.2% | -12.7% |
| 3M | -7.1% | -6.8% | -0.3% | -5.0% |
| 6M | -10.4% | +7.0% | -17.4% | -13.2% |
| YTD | +11.3% | +11.1% | +0.2% | +5.8% |
| 1Y | +11.3% | +7.0% | +4.2% | +7.2% |
| 3Y | +69.6% | +59.9% | +9.7% | +37.6% |
| 5Y | +33.6% | +102.5% | -68.8% | -4.4% |
| 10Y | +114.1% | +174.0% | -59.9% | +38.9% |
| All | +114.1% | +180.8% | -66.7% | +38.9% |
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