+62.7%
EMR vs GPC
+30.9%
+31.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -5.6% | +6.0% | -11.6% | -7.8% |
| 3M | +7.9% | +42.6% | -34.7% | -7.4% |
| 6M | +6.0% | +22.8% | -16.7% | -3.4% |
| YTD | +16.4% | +15.5% | +1.0% | +7.5% |
| 1Y | +16.6% | +2.0% | +14.6% | +13.4% |
| 3Y | +62.9% | -1.4% | +64.3% | +55.1% |
| All | +62.7% | +30.9% | +31.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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