+103.4%
GLD vs EMB
+7.3%
+96.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -5.5% | -0.7% | -4.8% | -5.1% |
| 30D | -7.0% | +0.5% | -7.5% | -7.2% |
| 3M | -12.4% | -2.5% | -9.9% | -11.1% |
| 6M | -18.0% | -2.0% | -16.0% | -17.0% |
| YTD | -10.5% | -0.9% | -9.6% | -9.8% |
| 1Y | -8.1% | -0.3% | -7.7% | -7.6% |
| 3Y | +97.7% | +29.2% | +68.5% | +76.7% |
| 5Y | +103.4% | +7.4% | +96.0% | +87.2% |
| All | +103.4% | +7.3% | +96.1% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling