+38.1%
EEM vs GLXY
-32.0%
+70.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +13.2% | -10.8% | +0.7% |
| 7D | +0.7% | +14.3% | -13.6% | -1.1% |
| 30D | -6.2% | -19.6% | +13.4% | -4.5% |
| 3M | -5.2% | -20.7% | +15.5% | -3.7% |
| 6M | -8.1% | -49.6% | +41.4% | -2.6% |
| YTD | +14.0% | -28.6% | +42.6% | +15.4% |
| 1Y | +13.8% | -48.0% | +61.9% | +17.6% |
| All | +38.1% | -32.0% | +70.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling