+96.6%
GLD vs EMB
+30.1%
+66.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.1% |
| 7D | -5.5% | -0.7% | -4.8% | -4.9% |
| 30D | -7.0% | +0.5% | -7.5% | -7.4% |
| 3M | -12.4% | -2.5% | -9.9% | -10.4% |
| 6M | -18.0% | -2.0% | -16.0% | -16.4% |
| YTD | -10.5% | -0.9% | -9.6% | -9.4% |
| 1Y | -8.1% | -0.3% | -7.7% | -7.2% |
| All | +96.6% | +30.1% | +66.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling