+1,563.8%
GS vs EEM
+729.9%
+834.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -2.0% |
| 7D | -3.2% | -2.8% | -0.4% | -1.1% |
| 30D | -2.4% | -11.9% | +9.5% | +7.4% |
| 3M | -15.7% | -8.8% | -7.0% | -9.8% |
| 6M | -6.8% | -11.6% | +4.9% | +1.7% |
| YTD | -0.1% | +9.0% | -9.1% | -7.2% |
| 1Y | +12.1% | +10.6% | +1.5% | +3.0% |
| 3Y | +185.8% | +64.4% | +121.4% | +94.2% |
| 5Y | +140.1% | +31.0% | +109.0% | +91.9% |
| 10Y | +505.2% | +105.6% | +399.7% | +244.9% |
| All | +1,563.8% | +729.9% | +834.0% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling