+103.4%
GLD vs EEM
+32.6%
+70.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.3% |
| 7D | -5.5% | +5.3% | -10.8% | -7.1% |
| 30D | -7.0% | -7.0% | 0.0% | -4.8% |
| 3M | -12.4% | -8.0% | -4.4% | -9.9% |
| 6M | -18.0% | -6.6% | -11.4% | -16.4% |
| YTD | -10.5% | +12.3% | -22.8% | -13.5% |
| 1Y | -8.1% | +12.2% | -20.2% | -11.1% |
| 3Y | +97.7% | +71.2% | +26.5% | +72.3% |
| 5Y | +103.4% | +32.2% | +71.2% | +75.2% |
| All | +103.4% | +32.6% | +70.8% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling