+141.0%
GS vs EMB
+6.4%
+134.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.8% | -5.7% |
| 7D | -6.3% | -0.3% | -6.0% | -5.9% |
| 30D | -3.1% | +1.1% | -4.3% | -4.4% |
| 3M | -17.7% | -2.9% | -14.7% | -14.4% |
| 6M | -4.6% | -2.1% | -2.5% | -1.6% |
| YTD | +0.3% | -1.1% | +1.4% | +2.4% |
| 1Y | +11.7% | +0.3% | +11.4% | +12.2% |
| 3Y | +183.6% | +27.7% | +155.8% | +122.2% |
| 5Y | +141.0% | +6.0% | +135.0% | +115.4% |
| All | +141.0% | +6.4% | +134.5% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling