+685.0%
EMR vs GPN
+2,520.1%
-1,835.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.8% |
| 7D | +3.1% | -0.7% | +3.8% | +3.3% |
| 30D | -3.5% | +3.8% | -7.4% | -5.0% |
| 3M | +9.8% | +39.2% | -29.4% | -3.4% |
| 6M | +10.8% | +17.9% | -7.1% | +2.8% |
| YTD | +15.9% | +16.4% | -0.4% | +7.2% |
| 1Y | +16.4% | +3.6% | +12.8% | +11.8% |
| 3Y | +62.1% | -26.7% | +88.8% | +71.4% |
| 5Y | +62.9% | -44.8% | +107.7% | +84.2% |
| 10Y | +267.8% | +24.1% | +243.6% | +208.9% |
| All | +685.0% | +2,520.1% | -1,835.1% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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