+60,316.8%
EME vs GFI
+628.6%
+59,688.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | +0.9% | -5.1% | +6.1% | +1.3% |
| 30D | -8.4% | +13.4% | -21.8% | -9.3% |
| 3M | -3.6% | +36.2% | -39.8% | -6.1% |
| 6M | +3.6% | -9.8% | +13.4% | +3.8% |
| YTD | +22.5% | +7.7% | +14.8% | +20.9% |
| 1Y | +18.2% | +27.2% | -9.0% | +14.9% |
| 3Y | +238.4% | +300.3% | -61.9% | +197.8% |
| 5Y | +550.5% | +539.8% | +10.7% | +442.1% |
| 10Y | +1,295.3% | +1,058.5% | +236.8% | +936.9% |
| All | +60,316.8% | +628.6% | +59,688.2% | +44,011.8% |
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 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