+239.5%
GM vs EMB
+76.2%
+163.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | -0.2% | -0.9% | +0.7% | +1.1% |
| 30D | +3.6% | +0.4% | +3.2% | +3.2% |
| 3M | -0.2% | -3.1% | +2.9% | +4.4% |
| 6M | +13.9% | -2.1% | +16.0% | +17.7% |
| YTD | +6.5% | -1.1% | +7.5% | +8.8% |
| 1Y | +20.7% | -0.1% | +20.7% | +21.7% |
| 3Y | +229.5% | +29.6% | +199.9% | +135.8% |
| 5Y | +41.5% | +7.2% | +34.3% | +31.1% |
| 10Y | +204.8% | +35.5% | +169.3% | +126.3% |
| All | +239.5% | +76.2% | +163.3% | +105.4% |
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 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