+35.8%
GFS vs EMB
+5.7%
+30.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -8.6% | -0.3% | -8.3% | -7.6% |
| 3M | -46.5% | -0.4% | -46.1% | -45.5% |
| 6M | -4.8% | +0.1% | -4.9% | -5.9% |
| YTD | +29.7% | +1.6% | +28.1% | +24.5% |
| 1Y | +35.8% | +5.6% | +30.2% | +23.5% |
| All | +35.8% | +5.7% | +30.1% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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