+45.0%
EEM vs GH
+20.8%
+24.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | +2.1% | -4.7% | +6.8% | +2.5% |
| 3M | +1.0% | +20.2% | -19.2% | -1.1% |
| 6M | +15.9% | +78.8% | -62.9% | +8.7% |
| YTD | +24.6% | +54.1% | -29.4% | +18.3% |
| 1Y | +32.3% | +177.1% | -144.8% | +17.7% |
| 3Y | +85.9% | +371.6% | -285.7% | +50.6% |
| All | +45.0% | +20.8% | +24.2% | +25.7% |
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