+401.3%
GH vs EMB
+30.6%
+370.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | 0.0% | 0.0% | -0.1% |
| 30D | -1.1% | -0.3% | -0.8% | -0.6% |
| 3M | +21.3% | -0.4% | +21.7% | +22.4% |
| 6M | +73.5% | +0.1% | +73.4% | +74.1% |
| YTD | +58.0% | +1.6% | +56.4% | +54.3% |
| 1Y | +163.1% | +5.6% | +157.4% | +138.5% |
| 3Y | +361.0% | +29.8% | +331.2% | +195.5% |
| 5Y | +22.5% | +7.3% | +15.3% | +5.5% |
| All | +401.3% | +30.6% | +370.7% | +169.5% |
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