+706.3%
EEM vs GD
+2,079.6%
-1,373.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -4.4% |
| 7D | -7.4% | -3.9% | -3.5% | -5.2% |
| 30D | -15.0% | +8.1% | -23.0% | -19.0% |
| 3M | -11.7% | -6.8% | -4.9% | -8.5% |
| 6M | -10.8% | +3.0% | -13.8% | -13.6% |
| YTD | +6.7% | +7.8% | -1.1% | -0.4% |
| 1Y | +7.4% | +5.8% | +1.6% | +1.2% |
| 3Y | +62.1% | +55.3% | +6.8% | +17.1% |
| 5Y | +28.2% | +96.7% | -68.5% | -23.5% |
| 10Y | +101.2% | +195.4% | -94.2% | -18.1% |
| All | +706.3% | +2,079.6% | -1,373.3% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling