+458.9%
GS vs EEM
+123.6%
+335.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.7% |
| 30D | +3.7% | -6.2% | +9.9% | +9.4% |
| 3M | -10.0% | -5.2% | -4.8% | -6.0% |
| 6M | -1.0% | -8.1% | +7.1% | +5.4% |
| YTD | +7.0% | +14.0% | -7.0% | -5.7% |
| 1Y | +16.6% | +13.8% | +2.8% | +3.0% |
| 3Y | +204.4% | +73.7% | +130.7% | +85.8% |
| 5Y | +160.0% | +34.6% | +125.5% | +96.7% |
| 10Y | +458.9% | +123.6% | +335.3% | +199.2% |
| All | +458.9% | +123.6% | +335.3% | +199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling