+486.7%
GS vs EMB
+28.9%
+457.8%
-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% | -2.2% | -13.5% | -13.1% |
| 6M | -6.8% | -2.3% | -4.4% | -3.5% |
| YTD | -0.1% | -0.6% | +0.6% | +1.4% |
| 1Y | +12.1% | +0.5% | +11.6% | +12.2% |
| 3Y | +185.8% | +29.4% | +156.4% | +112.0% |
| 5Y | +140.1% | +6.5% | +133.6% | +128.7% |
| All | +486.7% | +28.9% | +457.8% | +398.9% |
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