-0.8%
GFS vs EME
+529.9%
-530.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.1% |
| 7D | +4.5% | +2.7% | +1.8% | +3.0% |
| 30D | -8.2% | -6.8% | -1.4% | -4.9% |
| 3M | -38.9% | -8.8% | -30.0% | -35.9% |
| 6M | -2.9% | +5.0% | -7.9% | -4.2% |
| YTD | +31.8% | +23.5% | +8.3% | +21.2% |
| 1Y | +43.1% | +21.3% | +21.8% | +29.0% |
| 3Y | -20.6% | +241.1% | -261.7% | -62.9% |
| All | -0.8% | +529.9% | -530.7% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling