+643.2%
GEV vs EMB
+20.0%
+623.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.4% |
| 7D | +8.1% | +0.3% | +7.8% | +7.3% |
| 30D | -1.9% | -0.5% | -1.4% | -0.8% |
| 3M | +4.1% | +0.3% | +3.7% | +3.5% |
| 6M | +23.2% | +1.2% | +22.0% | +20.4% |
| YTD | +48.9% | +1.5% | +47.4% | +44.5% |
| 1Y | +62.2% | +4.8% | +57.4% | +46.6% |
| All | +643.2% | +20.0% | +623.2% | +392.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling