+22.2%
EME vs GFI
+29.3%
-7.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | +3.5% | -2.7% | +6.2% | +4.0% |
| 30D | -6.3% | +13.2% | -19.6% | -8.8% |
| 3M | -3.8% | +28.5% | -32.2% | -9.3% |
| 6M | +8.5% | -6.2% | +14.7% | +7.3% |
| YTD | +27.8% | +8.7% | +19.1% | +21.9% |
| 1Y | +22.2% | +24.8% | -2.6% | +10.4% |
| All | +22.2% | +29.3% | -7.1% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling