-54.8%
GTLB vs EME
+574.4%
-629.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -2.3% |
| 7D | -5.7% | +3.5% | -9.2% | -7.1% |
| 30D | +15.1% | -6.3% | +21.5% | +17.6% |
| 3M | +65.5% | -3.8% | +69.2% | +64.4% |
| 6M | +102.9% | +8.5% | +94.4% | +85.8% |
| YTD | +25.2% | +27.8% | -2.6% | +2.8% |
| 1Y | -5.5% | +22.2% | -27.7% | -22.8% |
| 3Y | -10.9% | +253.5% | -264.4% | -69.5% |
| All | -54.8% | +574.4% | -629.1% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling