+90.2%
EMR vs GAP
+2.1%
+88.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | +2.8% | -1.9% | +4.8% | +3.2% |
| 30D | +3.7% | -7.1% | +10.7% | +5.0% |
| 3M | +2.0% | +4.1% | -2.1% | +0.8% |
| 6M | +22.1% | +1.9% | +20.2% | +20.3% |
| YTD | +27.2% | -15.2% | +42.4% | +29.5% |
| 1Y | +32.0% | -10.6% | +42.7% | +32.9% |
| 3Y | +103.3% | +74.6% | +28.7% | +72.8% |
| All | +90.2% | +2.1% | +88.1% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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