+32.2%
EEM vs GH
+45.9%
-13.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | -0.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | -5.4% | -6.9% | +1.5% | -4.7% |
| 3M | -8.6% | -4.9% | -3.7% | -8.3% |
| 6M | -8.9% | +54.1% | -62.9% | -13.3% |
| YTD | +11.9% | +48.5% | -36.6% | +6.5% |
| 1Y | +13.1% | +61.2% | -48.1% | +6.6% |
| 3Y | +70.7% | +570.3% | -499.7% | +32.5% |
| All | +32.2% | +45.9% | -13.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling