+65.8%
EMR vs GME
-55.8%
+121.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.4% |
| 7D | +0.9% | +4.8% | -3.9% | +0.7% |
| 30D | -5.0% | +5.9% | -10.8% | -5.2% |
| 3M | +5.9% | -10.7% | +16.6% | +6.3% |
| 6M | +7.3% | -19.8% | +27.1% | +8.1% |
| YTD | +14.6% | -0.9% | +15.5% | +14.4% |
| 1Y | +15.6% | -15.7% | +31.3% | +16.1% |
| 3Y | +60.2% | +12.3% | +47.9% | +50.9% |
| 5Y | +65.8% | -60.1% | +125.9% | +60.9% |
| All | +65.8% | -55.8% | +121.7% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling