+280.3%
EMR vs GD
+165.4%
+114.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | +2.7% | +1.9% | +0.8% | +1.3% |
| 30D | +2.1% | +9.2% | -7.1% | -4.3% |
| 3M | +2.3% | -7.5% | +9.7% | +7.5% |
| 6M | +22.5% | +5.8% | +16.7% | +16.5% |
| YTD | +27.2% | +9.8% | +17.4% | +17.0% |
| 1Y | +28.0% | +5.8% | +22.2% | +21.0% |
| 3Y | +103.4% | +58.0% | +45.4% | +39.7% |
| 5Y | +88.2% | +100.4% | -12.3% | +4.3% |
| All | +280.3% | +165.4% | +114.8% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling