+107.0%
EEM vs GM
+223.0%
-116.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +2.0% | -1.1% | +3.1% | +2.3% |
| 30D | +5.1% | -4.6% | +9.7% | +6.5% |
| 3M | +4.6% | +0.2% | +4.4% | +4.2% |
| 6M | +17.8% | +12.6% | +5.1% | +13.0% |
| YTD | +25.8% | +3.7% | +22.1% | +23.4% |
| 1Y | +36.4% | +45.6% | -9.2% | +19.5% |
| 3Y | +90.0% | +162.0% | -72.0% | +32.0% |
| 5Y | +46.6% | +80.5% | -33.9% | +10.9% |
| 10Y | +132.3% | +231.3% | -99.1% | +24.2% |
| All | +107.0% | +223.0% | -116.0% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling