+103.2%
EMR vs GFS
-16.8%
+120.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +2.7% | +17.2% | -14.6% | -1.5% |
| 30D | +2.1% | -8.7% | +10.8% | +4.0% |
| 3M | +2.3% | -19.7% | +21.9% | +7.2% |
| 6M | +22.5% | -40.7% | +63.2% | +36.4% |
| YTD | +27.2% | +22.5% | +4.7% | +11.7% |
| 1Y | +28.0% | +25.2% | +2.8% | +11.4% |
| All | +103.2% | -16.8% | +120.0% | +88.4% |
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