-55.4%
GTLB vs EME
+551.6%
-607.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.8% |
| 7D | -6.6% | +2.7% | -9.3% | -7.6% |
| 30D | +13.7% | -6.8% | +20.5% | +16.4% |
| 3M | +52.9% | -8.8% | +61.7% | +55.5% |
| 6M | +88.5% | +5.0% | +83.5% | +74.9% |
| YTD | +23.4% | +23.5% | 0.0% | +2.8% |
| 1Y | -3.8% | +21.3% | -25.1% | -21.7% |
| 3Y | -11.5% | +241.1% | -252.6% | -69.3% |
| All | -55.4% | +551.6% | -607.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling