+3,894.5%
EMR vs GFI
+685.3%
+3,209.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +3.1% | +5.7% | -2.6% | +2.8% |
| 30D | -3.5% | +15.6% | -19.1% | -4.2% |
| 3M | +9.8% | +31.5% | -21.7% | +8.2% |
| 6M | +10.8% | -3.7% | +14.5% | +10.7% |
| YTD | +15.9% | +11.2% | +4.7% | +15.0% |
| 1Y | +16.4% | +36.4% | -19.9% | +14.3% |
| 3Y | +62.1% | +313.5% | -251.4% | +50.5% |
| 5Y | +62.9% | +528.0% | -465.1% | +47.1% |
| 10Y | +267.8% | +1,021.4% | -753.7% | +215.5% |
| All | +3,894.5% | +685.3% | +3,209.2% | +3,504.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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