-2.7%
GFS vs EME
+545.7%
-548.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.5% |
| 7D | +2.6% | +5.2% | -2.5% | 0.0% |
| 30D | -16.4% | -5.4% | -11.0% | -14.0% |
| 3M | -41.6% | -6.1% | -35.5% | -39.6% |
| 6M | -3.7% | +9.7% | -13.3% | -6.9% |
| YTD | +29.3% | +26.6% | +2.7% | +17.5% |
| 1Y | +37.1% | +24.6% | +12.5% | +21.9% |
| 3Y | -22.1% | +249.6% | -271.7% | -64.0% |
| All | -2.7% | +545.7% | -548.4% | -72.7% |
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