+570.7%
EME vs GFI
+524.1%
+46.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.4% |
| 7D | +3.5% | -4.9% | +8.4% | +3.9% |
| 30D | -6.3% | +10.7% | -17.1% | -7.2% |
| 3M | -3.8% | +25.6% | -29.4% | -5.9% |
| 6M | +8.5% | -8.3% | +16.8% | +8.2% |
| YTD | +27.8% | +6.3% | +21.5% | +26.1% |
| 1Y | +22.2% | +22.1% | +0.1% | +19.6% |
| 3Y | +253.5% | +289.2% | -35.7% | +222.7% |
| All | +570.7% | +524.1% | +46.6% | +516.4% |
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