+86.9%
EMR vs GD
+55.3%
+31.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.5% |
| 7D | -4.8% | -3.9% | -0.9% | -3.0% |
| 30D | +0.7% | +8.1% | -7.3% | -3.2% |
| 3M | +0.4% | -6.8% | +7.2% | +3.8% |
| 6M | +18.4% | +3.0% | +15.4% | +15.9% |
| YTD | +23.9% | +7.8% | +16.1% | +18.3% |
| 1Y | +24.7% | +5.8% | +18.9% | +20.3% |
| All | +86.9% | +55.3% | +31.5% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling