+157.4%
GE vs EMB
+31.5%
+125.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.5% |
| 7D | +5.4% | +0.5% | +4.9% | +4.8% |
| 30D | +9.6% | +0.9% | +8.8% | +8.5% |
| 3M | -7.7% | -2.1% | -5.6% | -5.0% |
| 6M | +14.0% | -2.2% | +16.2% | +17.7% |
| YTD | +10.2% | -0.6% | +10.8% | +11.9% |
| 1Y | +8.9% | +0.2% | +8.7% | +9.5% |
| 3Y | +273.7% | +29.5% | +244.1% | +173.6% |
| 5Y | +410.2% | +8.0% | +402.2% | +381.6% |
| 10Y | +157.4% | +35.3% | +122.1% | +106.2% |
| All | +157.4% | +31.5% | +125.9% | +106.2% |
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