+16.6%
EMR vs GFI
+45.3%
-28.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -1.5% | +3.1% | -4.7% | -2.2% |
| 30D | -5.6% | +27.1% | -32.7% | -10.4% |
| 3M | +7.9% | +21.2% | -13.2% | +2.8% |
| 6M | +6.0% | -4.5% | +10.5% | +4.6% |
| YTD | +16.4% | +11.7% | +4.7% | +13.8% |
| 1Y | +16.6% | +46.0% | -29.4% | +8.9% |
| All | +16.6% | +45.3% | -28.6% | +8.9% |
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