+650.5%
GS vs IEMG
+140.4%
+510.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +2.4% | +1.6% | +0.8% | +1.0% |
| 30D | -0.1% | +4.6% | -4.7% | -3.9% |
| 3M | +0.2% | +4.8% | -4.7% | -4.2% |
| 6M | +24.8% | +16.8% | +8.0% | +8.1% |
| YTD | +18.8% | +24.8% | -6.1% | -3.0% |
| 1Y | +37.3% | +34.3% | +3.0% | +5.2% |
| 3Y | +237.9% | +87.0% | +150.9% | +93.6% |
| 5Y | +187.0% | +49.9% | +137.1% | +98.1% |
| 10Y | +650.5% | +144.8% | +505.7% | +263.6% |
| All | +650.5% | +140.4% | +510.1% | +263.6% |
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