+196.6%
GE vs EMB
+128.5%
+68.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.2% |
| 7D | +6.3% | +0.8% | +5.4% | +5.5% |
| 30D | +8.9% | +1.5% | +7.4% | +7.5% |
| 3M | -9.2% | -1.9% | -7.3% | -7.6% |
| 6M | +13.2% | -1.6% | +14.8% | +15.1% |
| YTD | +9.4% | 0.0% | +9.4% | +10.0% |
| 1Y | +9.8% | +1.1% | +8.7% | +9.5% |
| 3Y | +278.2% | +30.9% | +247.3% | +205.0% |
| 5Y | +396.0% | +7.1% | +389.0% | +370.3% |
| 10Y | +162.4% | +31.1% | +131.2% | +119.7% |
| All | +196.6% | +128.5% | +68.1% | +89.9% |
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