+70.2%
EMR vs GFS
-2.1%
+72.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | +0.9% | +4.5% | -3.6% | -0.1% |
| 30D | -5.0% | -8.2% | +3.2% | -3.2% |
| 3M | +5.9% | -38.9% | +44.8% | +17.2% |
| 6M | +7.3% | -2.9% | +10.2% | +5.3% |
| YTD | +14.6% | +31.8% | -17.2% | +3.5% |
| 1Y | +15.6% | +43.1% | -27.5% | +1.9% |
| 3Y | +60.2% | -20.6% | +80.8% | +54.9% |
| All | +70.2% | -2.1% | +72.3% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling