+437.1%
GS vs IEMG
+133.0%
+304.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.3% |
| 7D | +5.1% | +5.3% | -0.2% | +0.6% |
| 30D | +2.4% | -7.2% | +9.6% | +9.2% |
| 3M | -11.5% | -8.1% | -3.4% | -4.9% |
| 6M | -2.5% | -6.7% | +4.2% | +2.8% |
| YTD | +5.5% | +11.6% | -6.2% | -5.6% |
| 1Y | +11.0% | +11.4% | -0.4% | -0.4% |
| 3Y | +200.1% | +69.3% | +130.8% | +84.9% |
| 5Y | +154.7% | +34.9% | +119.8% | +91.0% |
| All | +437.1% | +133.0% | +304.1% | +168.4% |
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