+17.8%
GFS vs EMB
+0.5%
+17.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +2.0% |
| 7D | -5.3% | +0.5% | -5.8% | -6.6% |
| 30D | -15.8% | +0.9% | -16.7% | -18.0% |
| 3M | -18.6% | -2.1% | -16.5% | -12.6% |
| 6M | -45.0% | -2.2% | -42.8% | -40.3% |
| YTD | +16.8% | -0.6% | +17.4% | +20.2% |
| 1Y | +17.8% | +0.2% | +17.6% | +17.8% |
| All | +17.8% | +0.5% | +17.3% | +17.8% |
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