+448.8%
GS vs EMB
+36.2%
+412.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.0% |
| 30D | +1.7% | +1.3% | +0.3% | 0.0% |
| 3M | -11.6% | -1.7% | -9.9% | -9.4% |
| 6M | -1.9% | -1.8% | -0.1% | +0.9% |
| YTD | +5.1% | -0.2% | +5.2% | +6.0% |
| 1Y | +16.4% | +0.7% | +15.8% | +16.3% |
| 3Y | +199.0% | +30.1% | +168.9% | +117.4% |
| 5Y | +157.4% | +8.5% | +149.0% | +139.8% |
| All | +448.8% | +36.2% | +412.7% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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