+58.3%
EMR vs GIS
-35.3%
+93.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +0.9% | -8.6% | +9.5% | +0.7% |
| 30D | -5.0% | -0.5% | -4.5% | -4.9% |
| 3M | +5.9% | +11.9% | -6.0% | +6.2% |
| 6M | +7.3% | -11.6% | +18.9% | +7.5% |
| YTD | +14.6% | -16.3% | +30.9% | +14.6% |
| 1Y | +15.6% | -21.8% | +37.4% | +15.7% |
| All | +58.3% | -35.3% | +93.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling