+635.8%
GH vs EMB
+30.5%
+605.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +3.8% |
| 7D | -7.0% | +0.8% | -7.8% | -8.7% |
| 30D | -5.2% | +1.5% | -6.7% | -8.4% |
| 3M | -5.8% | -1.9% | -3.8% | -1.3% |
| 6M | +65.9% | -1.6% | +67.5% | +73.1% |
| YTD | +55.5% | 0.0% | +55.5% | +56.2% |
| 1Y | +64.2% | +1.1% | +63.1% | +60.7% |
| All | +635.8% | +30.5% | +605.3% | +307.7% |
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