+128.5%
GLD vs EEM
+90.7%
+37.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.6% |
| 7D | -0.5% | +2.3% | -2.8% | -1.5% |
| 30D | +4.4% | +4.5% | -0.1% | +2.4% |
| 3M | -1.1% | -0.1% | -1.0% | -1.4% |
| 6M | -13.8% | +16.9% | -30.7% | -19.8% |
| YTD | +2.6% | +26.2% | -23.6% | -6.7% |
| 1Y | +24.5% | +40.5% | -16.0% | +9.4% |
| All | +128.5% | +90.7% | +37.8% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling