-10.3%
GTLB vs EME
+237.6%
-247.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -4.1% | +0.9% | -5.0% | -4.3% |
| 30D | +12.3% | -8.4% | +20.7% | +14.2% |
| 3M | +65.9% | -3.6% | +69.5% | +65.1% |
| 6M | +104.0% | +3.6% | +100.4% | +95.1% |
| YTD | +26.0% | +22.5% | +3.5% | +11.3% |
| 1Y | -3.5% | +18.2% | -21.7% | -15.4% |
| All | -10.3% | +237.6% | -247.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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