+486.7%
GS vs EMB
+28.3%
+458.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | -0.1% | -3.1% | -3.0% |
| 30D | -2.4% | +1.3% | -3.7% | -3.9% |
| 3M | -15.7% | -2.7% | -13.0% | -12.6% |
| 6M | -6.8% | -2.8% | -3.9% | -2.9% |
| YTD | -0.1% | -1.1% | +1.1% | +2.0% |
| 1Y | +12.1% | 0.0% | +12.1% | +12.9% |
| 3Y | +185.8% | +28.8% | +157.0% | +113.4% |
| 5Y | +140.1% | +6.0% | +134.1% | +130.2% |
| All | +486.7% | +28.3% | +458.4% | +402.1% |
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