+2.8%
GLD vs EEM
+14.8%
-12.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -0.3% | -3.0% | +2.7% | +1.4% |
| 30D | -1.9% | -10.3% | +8.5% | +3.9% |
| 3M | -0.4% | -6.6% | +6.2% | +3.1% |
| 6M | -10.2% | -3.4% | -6.8% | -10.1% |
| YTD | -6.0% | +13.2% | -19.2% | -13.9% |
| 1Y | +2.8% | +15.0% | -12.2% | -6.4% |
| All | +2.8% | +14.8% | -12.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling