+9.6%
EMB vs GTLB
-50.8%
+60.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | 0.0% | -6.6% | +6.6% | +0.3% |
| 30D | -0.3% | +13.7% | -14.0% | -0.9% |
| 3M | -0.3% | +52.9% | -53.2% | -2.5% |
| 6M | +0.7% | +88.5% | -87.7% | -2.7% |
| YTD | +1.3% | +23.4% | -22.2% | -0.3% |
| 1Y | +4.7% | -3.8% | +8.5% | +4.2% |
| 3Y | +30.1% | -11.5% | +41.6% | +27.8% |
| All | +9.6% | -50.8% | +60.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling