+854.3%
EEM vs GD
+2,087.6%
-1,233.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.9% |
| 7D | +2.3% | -5.3% | +7.6% | +5.6% |
| 30D | +4.5% | -6.4% | +11.0% | +8.5% |
| 3M | -0.1% | +5.7% | -5.8% | -4.1% |
| 6M | +16.9% | -0.9% | +17.9% | +16.0% |
| YTD | +26.2% | +8.2% | +18.1% | +18.0% |
| 1Y | +40.5% | +13.4% | +27.1% | +27.3% |
| 3Y | +86.2% | +68.5% | +17.7% | +27.4% |
| 5Y | +45.5% | +97.2% | -51.7% | -13.1% |
| 10Y | +128.6% | +190.2% | -61.6% | -5.2% |
| All | +854.3% | +2,087.6% | -1,233.3% | +25.2% |
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