+10.0%
EMB vs GTLB
-47.1%
+57.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | 0.0% | +11.1% | -11.1% | -0.5% |
| 30D | -0.3% | +37.8% | -38.1% | -1.9% |
| 3M | -0.4% | +61.6% | -62.0% | -2.8% |
| 6M | +0.1% | +98.9% | -98.8% | -3.5% |
| YTD | +1.6% | +32.8% | -31.2% | -0.3% |
| 1Y | +5.6% | +14.7% | -9.0% | +4.2% |
| 3Y | +29.8% | +1.3% | +28.5% | +26.7% |
| All | +10.0% | -47.1% | +57.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling