-34.7%
GFS vs EME
+358.3%
-392.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.1% |
| 7D | -7.8% | -10.5% | +2.6% | -2.3% |
| 30D | -19.7% | -22.4% | +2.8% | -8.6% |
| 3M | -23.1% | -24.7% | +1.6% | -11.3% |
| 6M | -46.4% | -35.5% | -10.9% | -33.3% |
| YTD | +11.0% | -0.3% | +11.4% | +13.9% |
| 1Y | +12.6% | -6.7% | +19.4% | +18.6% |
| 3Y | -24.9% | +190.6% | -215.6% | -62.0% |
| All | -34.7% | +358.3% | -392.9% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling