+218.2%
GLD vs EEM
+128.0%
+90.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.1% | +2.0% | -1.8% | -0.3% |
| 30D | +0.2% | +5.1% | -4.9% | -0.8% |
| 3M | +3.2% | +4.6% | -1.4% | +2.2% |
| 6M | -14.6% | +17.8% | -32.4% | -17.4% |
| YTD | +1.8% | +25.8% | -24.0% | -2.4% |
| 1Y | +20.7% | +36.4% | -15.7% | +14.3% |
| 3Y | +126.5% | +90.0% | +36.5% | +104.2% |
| 5Y | +140.0% | +46.6% | +93.5% | +120.7% |
| 10Y | +218.2% | +132.3% | +86.0% | +170.6% |
| All | +218.2% | +128.0% | +90.3% | +170.6% |
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