+131.7%
EMB vs GAP
+77.2%
+54.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | 0.0% | -4.5% | +4.5% | +0.2% |
| 30D | -0.3% | +9.0% | -9.3% | -0.8% |
| 3M | -0.4% | +5.0% | -5.4% | -0.8% |
| 6M | +0.1% | -17.8% | +17.9% | +0.8% |
| YTD | +1.6% | -10.4% | +12.0% | +1.7% |
| 1Y | +5.6% | -3.4% | +9.0% | +5.2% |
| 3Y | +29.8% | +111.5% | -81.6% | +22.0% |
| 5Y | +7.3% | +8.8% | -1.5% | +2.4% |
| 10Y | +30.4% | +32.9% | -2.5% | +17.2% |
| All | +131.7% | +77.2% | +54.5% | +96.7% |
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 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