+126.1%
EMB vs GAP
+69.1%
+57.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.7% | -5.2% | +4.5% | -0.4% |
| 30D | +0.5% | -6.9% | +7.4% | +0.8% |
| 3M | -2.5% | +5.7% | -8.2% | -2.9% |
| 6M | -2.0% | +0.9% | -2.9% | -2.4% |
| YTD | -0.9% | -14.5% | +13.6% | -0.6% |
| 1Y | -0.3% | -12.1% | +11.8% | -0.2% |
| 3Y | +29.2% | +72.2% | -43.0% | +22.8% |
| 5Y | +7.4% | +4.5% | +2.9% | +2.8% |
| 10Y | +35.8% | +3.3% | +32.5% | +23.5% |
| All | +126.1% | +69.1% | +57.0% | +92.2% |
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