+155.6%
GS vs EEM
+31.5%
+124.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +5.9% | +2.7% | +3.2% | +3.8% |
| 30D | +4.3% | -5.4% | +9.7% | +8.8% |
| 3M | -11.7% | -8.6% | -3.0% | -5.5% |
| 6M | -3.2% | -8.9% | +5.7% | +3.2% |
| YTD | +5.8% | +11.9% | -6.1% | -4.4% |
| 1Y | +16.0% | +13.1% | +2.9% | +4.0% |
| 3Y | +199.8% | +70.7% | +129.1% | +94.5% |
| All | +155.6% | +31.5% | +124.1% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling