+30.4%
EMB vs GAP
+113.8%
-83.4%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | -0.5% | +9.3% | -9.8% | -0.8% |
| 3M | +0.3% | +6.1% | -5.8% | 0.0% |
| 6M | +1.2% | -2.3% | +3.5% | +1.1% |
| YTD | +1.5% | -10.6% | +12.1% | +1.6% |
| 1Y | +4.8% | -4.4% | +9.2% | +4.6% |
| 3Y | +30.4% | +118.3% | -88.0% | +25.7% |
| All | +30.4% | +113.8% | -83.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling