+8.7%
EMB vs GTLB
-49.8%
+58.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.1% | -4.1% | +3.0% | -0.9% |
| 30D | -1.1% | +12.3% | -13.4% | -1.7% |
| 3M | -0.8% | +65.9% | -66.7% | -3.3% |
| 6M | -0.1% | +104.0% | -104.0% | -3.8% |
| YTD | +0.4% | +26.0% | -25.6% | -1.2% |
| 1Y | +3.3% | -3.5% | +6.8% | +2.8% |
| 3Y | +29.0% | -9.6% | +38.7% | +26.6% |
| All | +8.7% | -49.8% | +58.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling