+29.6%
EMB vs GFI
+1,066.8%
-1,037.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -1.2% | -4.9% | +3.7% | -1.0% |
| 30D | -1.3% | +10.7% | -12.0% | -1.8% |
| 3M | -1.8% | +25.6% | -27.4% | -3.0% |
| 6M | +0.2% | -8.3% | +8.5% | +0.2% |
| YTD | +0.4% | +6.3% | -5.9% | -0.6% |
| 1Y | +2.8% | +22.1% | -19.3% | +0.9% |
| 3Y | +29.1% | +289.2% | -260.0% | +17.9% |
| 5Y | +6.3% | +531.7% | -525.4% | -6.5% |
| All | +29.6% | +1,066.8% | -1,037.2% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling