+25.4%
EMR vs GD
+5.1%
+20.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | -1.6% | -5.0% | +3.4% | +0.3% |
| 30D | +2.0% | +8.9% | -7.0% | -1.7% |
| 3M | +3.8% | -8.0% | +11.9% | +7.6% |
| 6M | +10.5% | +2.9% | +7.6% | +8.8% |
| YTD | +23.7% | +7.1% | +16.6% | +18.9% |
| 1Y | +25.4% | +5.9% | +19.5% | +21.5% |
| All | +25.4% | +5.1% | +20.4% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling