+217.1%
GLD vs EMB
+29.2%
+187.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -0.3% | +4.7% | +4.5% |
| 3M | -1.1% | -0.4% | -0.7% | -0.9% |
| 6M | -13.8% | +0.1% | -13.9% | -13.8% |
| YTD | +2.6% | +1.6% | +1.1% | +2.1% |
| 1Y | +24.5% | +5.6% | +18.9% | +21.9% |
| 3Y | +125.8% | +29.8% | +96.0% | +103.8% |
| 5Y | +137.8% | +7.3% | +130.5% | +127.3% |
| All | +217.1% | +29.2% | +187.9% | +173.2% |
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