+49.8%
EEM vs GFS
-3.9%
+53.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +3.1% | +2.6% | +0.4% | +2.6% |
| 30D | +4.9% | -16.4% | +21.3% | +8.3% |
| 3M | +5.2% | -41.6% | +46.8% | +15.6% |
| 6M | +20.7% | -3.7% | +24.4% | +20.9% |
| YTD | +26.5% | +29.3% | -2.8% | +20.1% |
| 1Y | +37.8% | +37.1% | +0.7% | +29.3% |
| 3Y | +91.0% | -22.1% | +113.1% | +90.6% |
| All | +49.8% | -3.9% | +53.8% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling