+188.5%
GD vs EMB
+28.3%
+160.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | +8.9% | +1.3% | +7.6% | +7.8% |
| 3M | -8.0% | -2.7% | -5.3% | -6.1% |
| 6M | +2.9% | -2.8% | +5.7% | +5.1% |
| YTD | +7.1% | -1.1% | +8.2% | +7.9% |
| 1Y | +5.9% | 0.0% | +5.9% | +5.8% |
| 3Y | +53.9% | +28.8% | +25.1% | +26.6% |
| 5Y | +95.4% | +6.0% | +89.4% | +91.4% |
| All | +188.5% | +28.3% | +160.2% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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