+6.1%
EMB vs GFI
+524.1%
-518.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 6M | +0.2% | -8.3% | +8.5% | +0.2% |
| YTD | +0.4% | +6.3% | -5.9% | -0.7% |
| 1Y | +2.8% | +22.1% | -19.3% | +0.7% |
| 3Y | +29.1% | +289.2% | -260.0% | +15.7% |
| All | +6.1% | +524.1% | -518.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling