+134.7%
EMR vs GH
+481.7%
-347.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -5.6% | -1.1% | -4.5% | -5.6% |
| 3M | +7.9% | +21.3% | -13.4% | +5.3% |
| 6M | +6.0% | +73.5% | -67.5% | -1.0% |
| YTD | +16.4% | +58.0% | -41.6% | +9.7% |
| 1Y | +16.6% | +163.1% | -146.4% | +3.4% |
| 3Y | +62.9% | +361.0% | -298.2% | +31.4% |
| 5Y | +60.1% | +22.5% | +37.6% | +41.2% |
| All | +134.7% | +481.7% | -347.0% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling