+205.0%
GLD vs EMB
+28.9%
+176.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -0.1% | +4.8% | +4.8% |
| 30D | -0.9% | +1.3% | -2.2% | -1.5% |
| 3M | -4.4% | -2.2% | -2.2% | -3.4% |
| 6M | -13.6% | -2.3% | -11.2% | -12.6% |
| YTD | -6.0% | -0.6% | -5.4% | -5.6% |
| 1Y | +1.8% | +0.5% | +1.3% | +1.8% |
| 3Y | +103.2% | +29.4% | +73.8% | +84.0% |
| 5Y | +119.3% | +6.5% | +112.8% | +110.6% |
| All | +205.0% | +28.9% | +176.0% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling