+7.1%
EMB vs GTLB
-49.4%
+56.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.9% |
| 30D | +0.4% | -10.2% | +10.6% | +0.8% |
| 3M | -3.1% | +10.1% | -13.2% | -3.7% |
| 6M | -2.1% | +116.5% | -118.5% | -5.9% |
| YTD | -1.1% | +27.2% | -28.3% | -2.8% |
| 1Y | -0.1% | +8.6% | -8.6% | -1.1% |
| 3Y | +29.6% | +5.6% | +24.0% | +26.1% |
| 5Y | +7.2% | -61.8% | +69.0% | +2.9% |
| All | +7.1% | -49.4% | +56.4% | +2.6% |
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