+37.3%
EMR vs GLXY
-41.9%
+79.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.7% |
| 7D | -1.6% | -14.6% | +13.1% | -0.3% |
| 30D | +2.0% | -36.2% | +38.1% | +6.4% |
| 3M | +3.8% | -30.1% | +33.9% | +6.6% |
| 6M | +10.5% | -56.1% | +66.6% | +18.9% |
| YTD | +23.7% | -38.9% | +62.6% | +25.0% |
| 1Y | +25.4% | -55.0% | +80.4% | +30.2% |
| All | +37.3% | -41.9% | +79.1% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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