+45.0%
EEM vs GFI
+524.1%
-479.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | -1.3% | -4.9% | +3.6% | -0.6% |
| 30D | +2.1% | +10.7% | -8.7% | +0.6% |
| 3M | +1.0% | +25.6% | -24.6% | -2.3% |
| 6M | +15.9% | -8.3% | +24.2% | +16.0% |
| YTD | +24.6% | +6.3% | +18.3% | +22.4% |
| 1Y | +32.3% | +22.1% | +10.2% | +27.4% |
| 3Y | +85.9% | +289.2% | -203.3% | +54.2% |
| All | +45.0% | +524.1% | -479.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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