+45.0%
EEM vs GM
+78.3%
-33.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | -2.4% | +1.2% | -0.7% |
| 30D | +2.1% | -1.1% | +3.2% | +2.3% |
| 3M | +1.0% | +6.1% | -5.1% | -0.6% |
| 6M | +15.9% | +15.0% | +0.9% | +11.8% |
| YTD | +24.6% | +6.0% | +18.7% | +22.2% |
| 1Y | +32.3% | +47.1% | -14.8% | +20.1% |
| 3Y | +85.9% | +170.5% | -84.6% | +40.3% |
| All | +45.0% | +78.3% | -33.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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