+32.0%
EMR vs GIS
-21.2%
+53.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.2% |
| 7D | +2.8% | -3.4% | +6.2% | +2.6% |
| 30D | +3.7% | +6.9% | -3.2% | +4.1% |
| 3M | +2.0% | -10.1% | +12.1% | +1.7% |
| 6M | +22.1% | +5.9% | +16.3% | +22.5% |
| YTD | +27.2% | -21.1% | +48.3% | +27.7% |
| 1Y | +32.0% | -22.5% | +54.5% | +32.2% |
| All | +32.0% | -21.2% | +53.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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