+3,912.1%
EMR vs GEN
+8,838.9%
-4,926.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.0% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -5.6% | +10.1% | -15.8% | -7.0% |
| 3M | +7.9% | +16.1% | -8.1% | +5.4% |
| 6M | +6.0% | +38.9% | -32.8% | +0.5% |
| YTD | +16.4% | +14.4% | +2.0% | +13.4% |
| 1Y | +16.6% | +5.9% | +10.8% | +14.8% |
| 3Y | +62.9% | +58.8% | +4.1% | +50.8% |
| 5Y | +60.1% | +24.7% | +35.4% | +51.7% |
| 10Y | +268.8% | +163.1% | +105.7% | +207.9% |
| All | +3,912.1% | +8,838.9% | -4,926.8% | +1,778.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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