-19.9%
GFS vs EME
+242.1%
-262.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.8% |
| 7D | +1.0% | +1.9% | -0.9% | +0.2% |
| 30D | -8.6% | -8.3% | -0.3% | -4.9% |
| 3M | -46.5% | -10.7% | -35.8% | -43.7% |
| 6M | -4.8% | +1.9% | -6.7% | -4.3% |
| YTD | +29.7% | +23.5% | +6.2% | +22.8% |
| 1Y | +35.8% | +18.0% | +17.9% | +27.5% |
| All | -19.9% | +242.1% | -262.0% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling