+185.7%
GS vs EEM
+45.0%
+140.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | -1.3% |
| 7D | +0.9% | +2.3% | -1.4% | -0.8% |
| 30D | -1.6% | +4.5% | -6.1% | -4.9% |
| 3M | -4.5% | -0.1% | -4.4% | -4.9% |
| 6M | +20.9% | +16.9% | +3.9% | +6.1% |
| YTD | +19.9% | +26.2% | -6.3% | -1.2% |
| 1Y | +41.4% | +40.5% | +0.9% | +7.0% |
| 3Y | +239.2% | +86.2% | +153.0% | +105.5% |
| All | +185.7% | +45.0% | +140.7% | +116.7% |
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