+46.8%
EEM vs GTLB
-49.8%
+96.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | +2.4% | +12.3% | -9.9% | +1.3% |
| 3M | +4.2% | +65.9% | -61.7% | -0.6% |
| 6M | +14.8% | +104.0% | -89.2% | +7.0% |
| YTD | +23.1% | +26.0% | -2.9% | +19.5% |
| 1Y | +32.5% | -3.5% | +36.0% | +31.5% |
| 3Y | +85.9% | -9.6% | +95.5% | +80.5% |
| All | +46.8% | -49.8% | +96.7% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling