+32.0%
EMR vs GH
+56.7%
-24.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.3% |
| 7D | +2.8% | +0.6% | +2.3% | +2.8% |
| 30D | +3.7% | -6.9% | +10.6% | +4.7% |
| 3M | +2.0% | -4.9% | +6.9% | +2.4% |
| 6M | +22.1% | +54.1% | -31.9% | +10.5% |
| YTD | +27.2% | +48.5% | -21.3% | +14.0% |
| 1Y | +32.0% | +61.2% | -29.1% | +17.1% |
| All | +32.0% | +56.7% | -24.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling