+840.0%
GS vs IEMG
+110.4%
+729.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -2.1% |
| 7D | -3.2% | -2.8% | -0.5% | -0.9% |
| 30D | -2.4% | -12.0% | +9.6% | +8.4% |
| 3M | -15.7% | -9.0% | -6.7% | -9.1% |
| 6M | -6.8% | -11.8% | +5.1% | +2.7% |
| YTD | -0.1% | +8.3% | -8.3% | -7.6% |
| 1Y | +12.1% | +9.6% | +2.5% | +2.7% |
| 3Y | +185.8% | +62.3% | +123.5% | +88.1% |
| 5Y | +140.1% | +33.5% | +106.6% | +84.5% |
| 10Y | +505.2% | +116.7% | +388.5% | +210.0% |
| All | +840.0% | +110.4% | +729.7% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling