+12.6%
GFS vs EMB
-0.1%
+12.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.8% | -0.1% | -7.7% | -7.5% |
| 30D | -19.7% | +1.3% | -21.0% | -22.7% |
| 3M | -23.1% | -2.7% | -20.4% | -15.5% |
| 6M | -46.4% | -2.8% | -43.5% | -40.6% |
| YTD | +11.0% | -1.1% | +12.1% | +16.2% |
| 1Y | +12.6% | 0.0% | +12.7% | +11.6% |
| All | +12.6% | -0.1% | +12.8% | +11.6% |
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