+188.9%
GS vs IEMG
+49.3%
+139.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.4% | +2.8% | +0.6% | +1.2% |
| 30D | +0.2% | +4.6% | -4.4% | -3.4% |
| 3M | -0.3% | +5.5% | -5.8% | -4.9% |
| 6M | +27.4% | +19.7% | +7.7% | +9.2% |
| YTD | +19.6% | +25.5% | -5.9% | -1.5% |
| 1Y | +42.5% | +35.5% | +7.0% | +10.0% |
| 3Y | +240.4% | +88.0% | +152.5% | +101.2% |
| 5Y | +188.9% | +50.6% | +138.3% | +107.4% |
| All | +188.9% | +49.3% | +139.6% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling