+69.4%
EMR vs GFI
+524.1%
-454.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.7% |
| 7D | -0.4% | -4.9% | +4.4% | 0.0% |
| 30D | -6.8% | +10.7% | -17.5% | -7.7% |
| 3M | +7.5% | +25.6% | -18.2% | +4.9% |
| 6M | +9.9% | -8.3% | +18.1% | +9.7% |
| YTD | +16.0% | +6.3% | +9.7% | +14.8% |
| 1Y | +12.4% | +22.1% | -9.6% | +10.4% |
| 3Y | +60.2% | +289.2% | -228.9% | +44.5% |
| All | +69.4% | +524.1% | -454.7% | +50.7% |
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