+1,895.9%
GS vs EEM
+860.9%
+1,035.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 6M | +20.9% | +16.9% | +3.9% | +6.6% |
| YTD | +19.9% | +26.2% | -6.3% | -0.3% |
| 1Y | +41.4% | +40.5% | +0.9% | +8.3% |
| 3Y | +239.2% | +86.2% | +153.0% | +109.9% |
| 5Y | +185.0% | +45.5% | +139.6% | +110.7% |
| 10Y | +655.0% | +128.6% | +526.3% | +296.3% |
| All | +1,895.9% | +860.9% | +1,035.0% | +297.7% |
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 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