+27.2%
GFS vs EMB
-0.6%
+27.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.1% |
| 7D | +7.4% | -0.9% | +8.3% | +10.2% |
| 30D | -15.3% | +0.4% | -15.6% | -16.2% |
| 3M | -21.1% | -3.1% | -18.0% | -12.5% |
| 6M | -44.5% | -2.1% | -42.4% | -40.0% |
| YTD | +19.2% | -1.1% | +20.3% | +24.5% |
| 1Y | +27.2% | -0.1% | +27.3% | +29.5% |
| All | +27.2% | -0.6% | +27.8% | +29.5% |
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