+62.7%
EMR vs GD
+97.9%
-35.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.7% |
| 7D | -1.5% | -5.3% | +3.7% | +1.4% |
| 30D | -5.6% | -6.4% | +0.8% | -2.2% |
| 3M | +7.9% | +5.7% | +2.2% | +4.3% |
| 6M | +6.0% | -0.9% | +7.0% | +6.1% |
| YTD | +16.4% | +8.2% | +8.3% | +10.7% |
| 1Y | +16.6% | +13.4% | +3.2% | +7.9% |
| 3Y | +62.9% | +68.5% | -5.6% | +17.9% |
| All | +62.7% | +97.9% | -35.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling