+643.2%
GEV vs EEM
+77.6%
+565.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.9% |
| 7D | +8.1% | +3.1% | +5.0% | +4.3% |
| 30D | -1.9% | +4.9% | -6.8% | -7.2% |
| 3M | +4.1% | +5.2% | -1.2% | -1.1% |
| 6M | +23.2% | +20.7% | +2.5% | -2.3% |
| YTD | +48.9% | +26.5% | +22.4% | +10.4% |
| 1Y | +62.2% | +37.8% | +24.3% | +8.0% |
| All | +643.2% | +77.6% | +565.5% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling