+11.0%
GS vs EMB
-0.3%
+11.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | +0.6% |
| 7D | +5.1% | -0.7% | +5.8% | +7.0% |
| 30D | +2.4% | +0.5% | +1.9% | +1.3% |
| 3M | -11.5% | -2.5% | -9.0% | -5.3% |
| 6M | -2.5% | -2.0% | -0.5% | +3.4% |
| YTD | +5.5% | -0.9% | +6.3% | +9.3% |
| 1Y | +11.0% | -0.3% | +11.3% | +12.9% |
| All | +11.0% | -0.3% | +11.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling