+816.6%
GLD vs EEM
+402.3%
+414.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | +4.4% | +4.5% | -0.1% | +3.8% |
| 3M | -1.1% | -0.1% | -1.0% | -1.1% |
| 6M | -13.8% | +16.9% | -30.7% | -15.5% |
| YTD | +2.6% | +26.2% | -23.6% | -0.2% |
| 1Y | +24.5% | +40.5% | -16.0% | +19.6% |
| 3Y | +125.8% | +86.2% | +39.7% | +109.9% |
| 5Y | +137.8% | +45.5% | +92.3% | +125.8% |
| 10Y | +221.4% | +128.6% | +92.7% | +188.4% |
| All | +816.6% | +402.3% | +414.2% | +571.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling