-30.1%
GFS vs EMB
+7.3%
-37.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.3% |
| 7D | +7.4% | -0.9% | +8.3% | +9.0% |
| 30D | -15.3% | +0.4% | -15.6% | -15.8% |
| 3M | -21.1% | -3.1% | -18.0% | -16.9% |
| 6M | -44.5% | -2.1% | -42.4% | -42.2% |
| YTD | +19.2% | -1.1% | +20.3% | +22.5% |
| 1Y | +27.2% | -0.1% | +27.3% | +28.7% |
| 3Y | -20.1% | +29.6% | -49.7% | -44.4% |
| All | -30.1% | +7.3% | -37.4% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling