-7.3%
GFS vs EMB
+8.0%
-15.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.3% |
| 7D | +6.2% | -0.4% | +6.6% | +7.1% |
| 30D | -11.4% | +1.5% | -12.9% | -13.6% |
| 3M | -15.5% | -1.6% | -13.9% | -13.2% |
| 6M | -42.6% | -1.5% | -41.1% | -40.9% |
| YTD | +23.2% | -0.1% | +23.3% | +24.4% |
| 1Y | +23.6% | +0.5% | +23.1% | +23.8% |
| 3Y | -17.2% | +30.2% | -47.4% | -43.0% |
| 5Y | -23.4% | +8.6% | -32.0% | -31.3% |
| All | -7.3% | +8.0% | -15.2% | -15.9% |
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