+32.0%
EMR vs GFS
+22.9%
+9.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | +2.8% | +7.4% | -4.5% | +1.5% |
| 30D | +3.7% | -15.3% | +18.9% | +6.3% |
| 3M | +2.0% | -21.1% | +23.1% | +5.5% |
| 6M | +22.1% | -44.5% | +66.6% | +33.1% |
| YTD | +27.2% | +19.2% | +8.0% | +17.5% |
| 1Y | +32.0% | +27.2% | +4.8% | +17.7% |
| All | +32.0% | +22.9% | +9.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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