-2.7%
GFS vs EMB
+9.6%
-12.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | +2.6% | +0.3% | +2.4% | +2.2% |
| 30D | -16.4% | -0.5% | -15.9% | -15.7% |
| 3M | -41.6% | +0.3% | -41.9% | -41.7% |
| 6M | -3.7% | +1.2% | -4.9% | -4.7% |
| YTD | +29.3% | +1.5% | +27.8% | +27.4% |
| 1Y | +37.1% | +4.8% | +32.3% | +28.6% |
| 3Y | -22.1% | +30.4% | -52.5% | -46.5% |
| All | -2.7% | +9.6% | -12.3% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling