+4,162.2%
EMR vs GPC
+2,071.6%
+2,090.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.6% |
| 7D | -1.6% | +1.6% | -3.1% | -2.4% |
| 30D | +2.0% | -2.1% | +4.0% | +2.8% |
| 3M | +3.8% | -6.8% | +10.6% | +7.5% |
| 6M | +10.5% | +18.6% | -8.1% | -1.9% |
| YTD | +23.7% | +2.7% | +21.0% | +17.7% |
| 1Y | +25.4% | +1.8% | +23.6% | +19.8% |
| 3Y | +86.6% | +1.1% | +85.5% | +70.8% |
| 5Y | +83.0% | +4.1% | +79.0% | +60.9% |
| 10Y | +319.5% | +88.2% | +231.3% | +148.3% |
| All | +4,162.2% | +2,071.6% | +2,090.7% | +684.8% |
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