+606.9%
GEV vs EEM
+72.9%
+534.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -0.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.1% |
| 30D | -8.7% | +2.4% | -11.1% | -11.2% |
| 3M | +6.6% | +4.2% | +2.4% | +2.5% |
| 6M | +10.2% | +14.8% | -4.6% | -7.1% |
| YTD | +41.6% | +23.1% | +18.5% | +8.4% |
| 1Y | +43.9% | +32.5% | +11.3% | +0.4% |
| All | +606.9% | +72.9% | +534.0% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 3y: compounded portfolio wealth divided by compounded EEM 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…
3y analysis · Full analysis span regression · 6 months rolling