+438.8%
GS vs EMB
+36.5%
+402.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.6% |
| 7D | +5.9% | -0.9% | +6.8% | +7.2% |
| 30D | +4.3% | +0.4% | +4.0% | +3.9% |
| 3M | -11.7% | -3.1% | -8.5% | -7.7% |
| 6M | -3.2% | -2.1% | -1.1% | 0.0% |
| YTD | +5.8% | -1.1% | +6.9% | +8.1% |
| 1Y | +16.0% | -0.1% | +16.1% | +17.0% |
| 3Y | +199.8% | +29.6% | +170.2% | +119.2% |
| 5Y | +155.5% | +7.2% | +148.3% | +142.0% |
| All | +438.8% | +36.5% | +402.4% | +343.2% |
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