+60.2%
EMR vs GFS
-22.9%
+83.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +3.1% | +2.6% | +0.4% | +2.4% |
| 30D | -3.5% | -16.4% | +12.9% | +0.6% |
| 3M | +9.8% | -41.6% | +51.4% | +24.5% |
| 6M | +10.8% | -3.7% | +14.5% | +7.7% |
| YTD | +15.9% | +29.3% | -13.4% | +1.8% |
| 1Y | +16.4% | +37.1% | -20.7% | -0.3% |
| All | +60.2% | -22.9% | +83.1% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling