-50.7%
GFS vs EMB
-1.9%
-48.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.3% | -8.5% |
| 7D | -20.7% | -0.3% | -20.4% | -19.7% |
| 30D | -25.2% | +1.1% | -26.3% | -27.6% |
| 3M | -26.3% | -2.9% | -23.4% | -16.2% |
| 6M | -50.7% | -2.1% | -48.6% | -45.0% |
| All | -50.7% | -1.9% | -48.7% | -45.0% |
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