+598.3%
GS vs EMB
+132.1%
+466.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | 0.0% | +0.9% | +1.0% |
| 30D | -1.6% | -0.3% | -1.3% | -1.2% |
| 3M | -4.5% | -0.4% | -4.1% | -3.9% |
| 6M | +20.9% | +0.1% | +20.8% | +21.2% |
| YTD | +19.9% | +1.6% | +18.3% | +18.3% |
| 1Y | +41.4% | +5.6% | +35.8% | +33.9% |
| 3Y | +239.2% | +29.8% | +209.3% | +159.4% |
| 5Y | +185.0% | +7.3% | +177.8% | +166.7% |
| 10Y | +655.0% | +30.4% | +624.5% | +485.4% |
| All | +598.3% | +132.1% | +466.2% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling