+59.9%
GD vs EMB
+29.7%
+30.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.9% |
| 7D | -1.9% | +0.5% | -2.4% | -2.3% |
| 30D | +10.9% | +0.9% | +10.0% | +10.2% |
| 3M | -6.8% | -2.1% | -4.6% | -5.3% |
| 6M | +7.0% | -2.2% | +9.2% | +8.7% |
| YTD | +11.1% | -0.6% | +11.7% | +11.4% |
| 1Y | +7.0% | +0.2% | +6.8% | +6.6% |
| 3Y | +59.9% | +29.5% | +30.4% | +43.5% |
| All | +59.9% | +29.7% | +30.2% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling