+7.3%
EMB vs GTLB
-49.8%
+57.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | -3.5% | +2.8% | -0.5% |
| 30D | +0.5% | -9.0% | +9.5% | +0.9% |
| 3M | -2.5% | +15.9% | -18.3% | -3.3% |
| 6M | -2.0% | +104.9% | -106.9% | -5.7% |
| YTD | -0.9% | +26.0% | -26.8% | -2.6% |
| 1Y | -0.3% | +1.8% | -2.1% | -1.0% |
| 3Y | +29.2% | +6.0% | +23.2% | +25.7% |
| 5Y | +7.4% | -62.2% | +69.6% | +3.1% |
| All | +7.3% | -49.8% | +57.2% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling