+4,350.5%
EMR vs GPC
+2,122.0%
+2,228.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +3.1% |
| 7D | +2.1% | +0.8% | +1.3% | +1.7% |
| 30D | +4.8% | -1.1% | +5.8% | +5.1% |
| 3M | +7.5% | -6.6% | +14.1% | +11.3% |
| 6M | +20.9% | +22.2% | -1.4% | +5.5% |
| YTD | +29.2% | +5.1% | +24.1% | +21.3% |
| 1Y | +33.0% | +2.8% | +30.2% | +26.4% |
| 3Y | +109.8% | +2.4% | +107.4% | +90.9% |
| 5Y | +91.9% | +7.8% | +84.2% | +65.3% |
| 10Y | +301.5% | +87.2% | +214.3% | +138.5% |
| All | +4,350.5% | +2,122.0% | +2,228.5% | +709.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling