-24.9%
GFS vs EMB
+28.2%
-53.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.8% | -0.1% | -7.7% | -7.7% |
| 30D | -19.7% | +1.3% | -21.0% | -22.0% |
| 3M | -23.1% | -2.7% | -20.4% | -18.2% |
| 6M | -46.4% | -2.8% | -43.5% | -42.5% |
| YTD | +11.0% | -1.1% | +12.1% | +15.0% |
| 1Y | +12.6% | 0.0% | +12.7% | +14.2% |
| 3Y | -24.9% | +28.8% | -53.7% | -52.7% |
| All | -24.9% | +28.2% | -53.2% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling