+4,374.6%
EMR vs GD
+20,595.6%
-16,221.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.5% |
| 7D | +1.6% | +3.0% | -1.3% | +0.3% |
| 30D | +5.0% | +10.5% | -5.5% | +0.4% |
| 3M | +7.7% | -5.0% | +12.6% | +9.7% |
| 6M | +26.8% | +5.5% | +21.3% | +23.2% |
| YTD | +29.9% | +10.3% | +19.5% | +23.5% |
| 1Y | +25.7% | +8.2% | +17.5% | +20.6% |
| 3Y | +95.4% | +59.0% | +36.3% | +57.8% |
| 5Y | +93.7% | +104.3% | -10.6% | +39.9% |
| 10Y | +340.4% | +202.4% | +138.0% | +175.3% |
| All | +4,374.6% | +20,595.6% | -16,221.0% | +1,424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling