+524.4%
GD vs EMB
+126.0%
+398.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | +8.1% | +1.1% | +7.0% | +7.5% |
| 3M | -6.8% | -2.9% | -3.8% | -5.3% |
| 6M | +3.0% | -2.1% | +5.1% | +4.1% |
| YTD | +7.8% | -1.1% | +8.9% | +8.3% |
| 1Y | +5.8% | +0.3% | +5.5% | +5.6% |
| 3Y | +55.3% | +27.7% | +27.6% | +37.3% |
| 5Y | +96.7% | +6.0% | +90.7% | +90.0% |
| 10Y | +195.4% | +29.1% | +166.3% | +163.5% |
| All | +524.4% | +126.0% | +398.4% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling