+152.0%
GE vs EMB
+36.5%
+115.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.6% |
| 7D | +2.7% | -0.9% | +3.6% | +3.9% |
| 30D | +8.1% | +0.4% | +7.7% | +7.7% |
| 3M | -7.9% | -3.1% | -4.7% | -3.8% |
| 6M | +12.9% | -2.1% | +15.0% | +16.4% |
| YTD | +8.2% | -1.1% | +9.3% | +10.6% |
| 1Y | +9.7% | -0.1% | +9.7% | +10.7% |
| 3Y | +266.1% | +29.6% | +236.5% | +168.1% |
| 5Y | +407.4% | +7.2% | +400.2% | +384.1% |
| All | +152.0% | +36.5% | +115.5% | +102.3% |
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