-42.6%
GFS vs EMB
-1.7%
-41.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.2% |
| 7D | +6.2% | -0.4% | +6.6% | +7.6% |
| 30D | -11.4% | +1.5% | -12.9% | -15.6% |
| 3M | -15.5% | -1.6% | -13.9% | -8.6% |
| 6M | -42.6% | -1.5% | -41.1% | -37.9% |
| All | -42.6% | -1.7% | -41.0% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling