+101.4%
EEM vs GH
+480.1%
-378.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +3.1% | -2.1% | +5.2% | +3.3% |
| 30D | +4.9% | -4.5% | +9.3% | +5.3% |
| 3M | +5.2% | +28.9% | -23.7% | +2.0% |
| 6M | +20.7% | +76.5% | -55.8% | +12.7% |
| YTD | +26.5% | +57.6% | -31.1% | +19.3% |
| 1Y | +37.8% | +167.5% | -129.7% | +21.9% |
| 3Y | +91.0% | +377.4% | -286.4% | +51.9% |
| 5Y | +47.0% | +23.8% | +23.2% | +29.4% |
| All | +101.4% | +480.1% | -378.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling