+50.6%
EEM vs GTLB
-47.1%
+97.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.7% |
| 7D | +2.3% | +11.1% | -8.7% | +1.4% |
| 30D | +4.5% | +37.8% | -33.3% | +1.6% |
| 3M | -0.1% | +61.6% | -61.6% | -4.4% |
| 6M | +16.9% | +98.9% | -82.0% | +9.4% |
| YTD | +26.2% | +32.8% | -6.5% | +22.0% |
| 1Y | +40.5% | +14.7% | +25.9% | +37.2% |
| 3Y | +86.2% | +1.3% | +84.8% | +79.0% |
| All | +50.6% | -47.1% | +97.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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