+1,003.2%
EMR vs GME
+1,495.6%
-492.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +2.8% | +2.9% | -0.1% | +2.7% |
| 30D | +3.7% | -4.8% | +8.4% | +4.0% |
| 3M | +2.0% | +39.2% | -37.2% | -0.1% |
| 6M | +22.1% | +17.1% | +5.0% | +20.7% |
| YTD | +27.2% | +28.7% | -1.5% | +24.8% |
| 1Y | +32.0% | +23.3% | +8.7% | +29.8% |
| 3Y | +103.3% | +112.9% | -9.7% | +78.0% |
| 5Y | +88.2% | -48.8% | +137.1% | +73.3% |
| 10Y | +280.4% | +478.2% | -197.7% | +48.5% |
| All | +1,003.2% | +1,495.6% | -492.4% | +220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling