+75.8%
GM vs EMB
+6.3%
+69.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -0.8% |
| 30D | -1.1% | -1.3% | +0.1% | +0.6% |
| 3M | +6.1% | -1.8% | +7.9% | +8.9% |
| 6M | +15.0% | +0.2% | +14.8% | +15.0% |
| YTD | +6.0% | +0.4% | +5.6% | +5.8% |
| 1Y | +47.1% | +2.8% | +44.3% | +42.2% |
| 3Y | +170.5% | +29.1% | +141.4% | +94.0% |
| All | +75.8% | +6.3% | +69.4% | +49.2% |
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 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