+29.2%
EMB vs GFI
+292.6%
-263.4%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -1.1% | -5.1% | +4.0% | -0.9% |
| 30D | -1.1% | +13.4% | -14.5% | -1.6% |
| 3M | -0.8% | +36.2% | -37.0% | -2.1% |
| 6M | -0.1% | -9.8% | +9.8% | -0.1% |
| YTD | +0.4% | +7.7% | -7.2% | -0.4% |
| 1Y | +3.3% | +27.2% | -23.9% | +1.6% |
| All | +29.2% | +292.6% | -263.4% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling