+211.8%
GLD vs EEM
+123.6%
+88.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.6% |
| 7D | -2.0% | +0.7% | -2.6% | -2.2% |
| 30D | -4.4% | -6.2% | +1.8% | -3.2% |
| 3M | -8.9% | -5.2% | -3.7% | -7.9% |
| 6M | -16.0% | -8.1% | -7.8% | -14.7% |
| YTD | -7.9% | +14.0% | -21.8% | -9.9% |
| 1Y | -3.9% | +13.8% | -17.7% | -6.0% |
| 3Y | +103.4% | +73.7% | +29.7% | +86.8% |
| 5Y | +109.7% | +34.6% | +75.2% | +96.4% |
| 10Y | +211.8% | +123.6% | +88.3% | +158.8% |
| All | +211.8% | +123.6% | +88.3% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling