+526.7%
GD vs EMB
+132.1%
+394.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | 0.0% | -5.2% | -5.2% |
| 30D | -6.4% | -0.3% | -6.1% | -6.3% |
| 3M | +5.7% | -0.4% | +6.1% | +5.9% |
| 6M | -0.9% | +0.1% | -1.1% | -1.0% |
| YTD | +8.2% | +1.6% | +6.6% | +7.3% |
| 1Y | +13.4% | +5.6% | +7.8% | +10.3% |
| 3Y | +68.5% | +29.8% | +38.7% | +47.7% |
| 5Y | +97.2% | +7.3% | +89.9% | +89.3% |
| 10Y | +190.2% | +30.4% | +159.8% | +156.7% |
| All | +526.7% | +132.1% | +394.5% | +388.9% |
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