+45.8%
EEM vs GFS
-2.1%
+47.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | +3.2% | -3.9% | -1.3% |
| 30D | +2.4% | -9.6% | +12.0% | +4.2% |
| 3M | +4.2% | -38.5% | +42.6% | +13.4% |
| 6M | +14.8% | -1.3% | +16.1% | +14.5% |
| YTD | +23.1% | +31.8% | -8.7% | +16.5% |
| 1Y | +32.5% | +44.6% | -12.0% | +23.2% |
| 3Y | +85.9% | -20.6% | +106.5% | +84.8% |
| All | +45.8% | -2.1% | +47.9% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling