+87.7%
EEM vs GFS
-21.4%
+109.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +2.0% | +4.5% | -2.5% | +1.0% |
| 30D | +5.1% | -8.2% | +13.3% | +6.9% |
| 3M | +4.6% | -38.9% | +43.4% | +15.3% |
| 6M | +17.8% | -2.9% | +20.6% | +18.0% |
| YTD | +25.8% | +31.8% | -6.0% | +18.7% |
| 1Y | +36.4% | +43.1% | -6.7% | +26.3% |
| All | +87.7% | -21.4% | +109.1% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling