+96.6%
GLD vs EEM
+71.8%
+24.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.2% |
| 7D | -5.5% | +5.3% | -10.8% | -7.6% |
| 30D | -7.0% | -7.0% | 0.0% | -4.1% |
| 3M | -12.4% | -8.0% | -4.4% | -9.2% |
| 6M | -18.0% | -6.6% | -11.4% | -16.1% |
| YTD | -10.5% | +12.3% | -22.8% | -14.9% |
| 1Y | -8.1% | +12.2% | -20.2% | -12.6% |
| All | +96.6% | +71.8% | +24.8% | +59.6% |
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 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