-24.9%
GFS vs EME
+191.8%
-216.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.2% |
| 7D | -7.8% | -10.5% | +2.6% | -2.9% |
| 30D | -19.7% | -22.4% | +2.8% | -9.9% |
| 3M | -23.1% | -24.7% | +1.6% | -12.6% |
| 6M | -46.4% | -35.5% | -10.9% | -35.2% |
| YTD | +11.0% | -0.3% | +11.4% | +15.9% |
| 1Y | +12.6% | -6.7% | +19.4% | +19.8% |
| 3Y | -24.9% | +190.6% | -215.6% | -42.5% |
| All | -24.9% | +191.8% | -216.7% | -42.5% |
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