+627.7%
GEV vs EMB
+19.8%
+607.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.6% |
| 7D | +3.2% | 0.0% | +3.1% | +3.1% |
| 30D | -4.0% | -0.3% | -3.7% | -3.4% |
| 3M | +3.4% | -0.3% | +3.7% | +4.4% |
| 6M | +14.7% | +0.7% | +13.9% | +13.3% |
| YTD | +45.8% | +1.3% | +44.5% | +42.2% |
| 1Y | +57.4% | +4.7% | +52.7% | +42.7% |
| All | +627.7% | +19.8% | +607.9% | +384.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling