+24.4%
GH vs EMB
+7.1%
+17.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.6% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.6% | -0.3% | -2.4% | -2.2% |
| 3M | +25.1% | -0.3% | +25.4% | +25.9% |
| 6M | +78.5% | +0.7% | +77.7% | +76.5% |
| YTD | +59.4% | +1.3% | +58.1% | +55.5% |
| 1Y | +173.9% | +4.7% | +169.2% | +146.8% |
| 3Y | +382.7% | +30.1% | +352.7% | +171.6% |
| 5Y | +24.4% | +6.9% | +17.5% | -5.6% |
| All | +24.4% | +7.1% | +17.3% | -5.6% |
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