+15.0%
EEM vs GTLB
+6.1%
+8.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.0% | -9.7% | +6.7% | -3.0% |
| 30D | -10.3% | +1.7% | -12.0% | -10.3% |
| 3M | -6.6% | +43.6% | -50.2% | -6.5% |
| 6M | -3.4% | +113.0% | -116.3% | -3.1% |
| YTD | +13.2% | +39.5% | -26.3% | +14.9% |
| 1Y | +15.0% | +12.6% | +2.4% | +17.9% |
| All | +15.0% | +6.1% | +8.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling