+131.0%
EMB vs GFI
+468.5%
-337.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | 0.0% | +4.7% | -4.7% | -0.1% |
| 30D | -0.3% | +14.4% | -14.7% | -0.7% |
| 3M | -0.3% | +32.5% | -32.8% | -1.3% |
| 6M | +0.7% | -7.2% | +7.9% | +0.7% |
| YTD | +1.3% | +10.9% | -9.6% | +0.5% |
| 1Y | +4.7% | +35.5% | -30.8% | +3.1% |
| 3Y | +30.1% | +312.1% | -282.0% | +22.9% |
| 5Y | +6.9% | +524.6% | -517.7% | -0.9% |
| 10Y | +30.7% | +1,092.7% | -1,062.0% | +17.8% |
| All | +131.0% | +468.5% | -337.5% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling