+29.6%
EMB vs GAP
+70.6%
-41.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -0.9% | -1.9% | +1.0% | -0.8% |
| 30D | +0.4% | -7.1% | +7.4% | +0.6% |
| 3M | -3.1% | +4.1% | -7.2% | -3.3% |
| 6M | -2.1% | +1.9% | -4.0% | -2.3% |
| YTD | -1.1% | -15.2% | +14.1% | -0.9% |
| 1Y | -0.1% | -10.6% | +10.6% | 0.0% |
| 3Y | +29.6% | +74.6% | -45.0% | +26.7% |
| All | +29.6% | +70.6% | -41.0% | +26.7% |
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