+152.0%
GE vs EMB
+29.7%
+122.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | -1.2% | 0.0% | -1.3% | -1.3% |
| 30D | -11.3% | -0.3% | -11.0% | -11.0% |
| 3M | -1.4% | -0.3% | -1.1% | -0.9% |
| 6M | +1.2% | +0.7% | +0.5% | +0.8% |
| YTD | +5.9% | +1.3% | +4.7% | +4.9% |
| 1Y | +18.4% | +4.7% | +13.7% | +12.7% |
| 3Y | +271.0% | +30.1% | +240.9% | +172.2% |
| 5Y | +417.9% | +6.9% | +411.1% | +395.4% |
| 10Y | +152.0% | +30.7% | +121.2% | +103.8% |
| All | +152.0% | +29.7% | +122.3% | +103.8% |
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 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