+103.3%
EMR vs GME
+106.8%
-3.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +2.8% | +2.9% | -0.1% | +2.8% |
| 30D | +3.7% | -4.8% | +8.4% | +3.8% |
| 3M | +2.0% | +39.2% | -37.2% | +1.3% |
| 6M | +22.1% | +17.1% | +5.0% | +21.6% |
| YTD | +27.2% | +28.7% | -1.5% | +26.5% |
| 1Y | +32.0% | +23.3% | +8.7% | +31.3% |
| 3Y | +103.3% | +112.9% | -9.7% | +99.0% |
| All | +103.3% | +106.8% | -3.5% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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