+87.7%
EEM vs GD
+68.4%
+19.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | +2.3% | -5.3% | +7.6% | +3.2% |
| 30D | +4.5% | -6.4% | +11.0% | +5.6% |
| 3M | -0.1% | +5.7% | -5.8% | -1.3% |
| 6M | +16.9% | -0.9% | +17.9% | +17.1% |
| YTD | +26.2% | +8.2% | +18.1% | +23.8% |
| 1Y | +40.5% | +13.4% | +27.1% | +36.3% |
| All | +87.7% | +68.4% | +19.3% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling