+52.2%
IEMG vs GFS
-2.1%
+54.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +1.6% | +4.5% | -2.9% | +0.8% |
| 30D | +4.6% | -8.2% | +12.8% | +6.2% |
| 3M | +4.8% | -38.9% | +43.7% | +14.0% |
| 6M | +16.8% | -2.9% | +19.7% | +16.8% |
| YTD | +24.8% | +31.8% | -6.9% | +18.2% |
| 1Y | +34.3% | +43.1% | -8.8% | +25.1% |
| 3Y | +87.0% | -20.6% | +107.6% | +85.8% |
| All | +52.2% | -2.1% | +54.4% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 all: compounded portfolio wealth divided by compounded GFS 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…
all analysis · Full analysis span regression · 6 months rolling