+47.7%
EEM vs GFS
0.0%
+47.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | -1.3% | +3.8% | -5.1% | -1.9% |
| 30D | +2.1% | -11.7% | +13.8% | +4.4% |
| 3M | +1.0% | -41.8% | +42.8% | +11.0% |
| 6M | +15.9% | +6.6% | +9.3% | +14.1% |
| YTD | +24.6% | +34.6% | -10.0% | +17.5% |
| 1Y | +32.3% | +46.2% | -13.9% | +22.6% |
| 3Y | +85.9% | -20.3% | +106.2% | +84.6% |
| All | +47.7% | 0.0% | +47.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling