+457.2%
GS vs IEMG
+121.2%
+336.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.0% |
| 7D | +1.6% | -0.7% | +2.2% | +2.2% |
| 30D | +1.7% | -9.4% | +11.0% | +10.6% |
| 3M | -11.6% | -7.3% | -4.3% | -5.8% |
| 6M | -1.9% | -10.4% | +8.5% | +7.0% |
| YTD | +5.1% | +10.6% | -5.6% | -5.2% |
| 1Y | +16.4% | +10.5% | +5.9% | +5.2% |
| 3Y | +199.0% | +67.7% | +131.2% | +85.9% |
| 5Y | +157.4% | +36.2% | +121.2% | +91.4% |
| 10Y | +457.2% | +125.6% | +331.6% | +194.6% |
| All | +457.2% | +121.2% | +336.1% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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