+19.4%
GLD vs EEM
+38.4%
-19.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +0.7% | +3.1% | -2.3% | -0.9% |
| 30D | +0.3% | +4.9% | -4.5% | -2.2% |
| 3M | +0.6% | +5.2% | -4.6% | -2.7% |
| 6M | -15.6% | +20.7% | -36.3% | -25.8% |
| YTD | +0.9% | +26.5% | -25.6% | -12.5% |
| 1Y | +19.4% | +37.8% | -18.5% | +0.5% |
| All | +19.4% | +38.4% | -19.0% | +0.5% |
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