-21.3%
GFS vs EMB
+6.8%
-28.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.3% | -9.0% |
| 7D | -20.7% | -0.3% | -20.4% | -20.3% |
| 30D | -25.2% | +1.1% | -26.3% | -26.6% |
| 3M | -26.3% | -2.9% | -23.4% | -22.6% |
| 6M | -50.7% | -2.1% | -48.6% | -48.7% |
| YTD | +4.5% | -1.1% | +5.6% | +7.4% |
| 1Y | +2.5% | +0.3% | +2.1% | +3.0% |
| 3Y | -30.9% | +27.7% | -58.7% | -50.9% |
| 5Y | -42.6% | +6.0% | -48.6% | -46.2% |
| All | -21.3% | +6.8% | -28.2% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling