+125.6%
EMB vs GAP
+67.7%
+57.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | -3.1% | +4.1% | -7.2% | -3.4% |
| 6M | -2.1% | +1.9% | -4.0% | -2.4% |
| YTD | -1.1% | -15.2% | +14.1% | -0.8% |
| 1Y | -0.1% | -10.6% | +10.6% | 0.0% |
| 3Y | +29.6% | +74.6% | -45.0% | +23.1% |
| 5Y | +7.2% | +3.7% | +3.5% | +2.6% |
| 10Y | +35.5% | +2.4% | +33.1% | +23.2% |
| All | +125.6% | +67.7% | +57.9% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling