+12.7%
EMR vs GIS
-23.7%
+36.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.5% |
| 7D | -1.2% | -8.4% | +7.2% | -1.9% |
| 30D | -9.4% | -5.2% | -4.2% | -9.7% |
| 3M | +8.6% | +8.2% | +0.4% | +9.6% |
| 6M | +6.7% | -12.0% | +18.7% | +6.2% |
| YTD | +13.1% | -18.9% | +31.9% | +11.3% |
| 1Y | +12.7% | -23.6% | +36.4% | +9.4% |
| All | +12.7% | -23.7% | +36.4% | +9.4% |
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