+94.5%
EMR vs GTLB
-49.8%
+144.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | -3.5% | +6.1% | +3.0% |
| 30D | +2.1% | -9.0% | +11.1% | +2.9% |
| 3M | +2.3% | +15.9% | -13.6% | +0.6% |
| 6M | +22.5% | +104.9% | -82.4% | +13.8% |
| YTD | +27.2% | +26.0% | +1.2% | +23.2% |
| 1Y | +28.0% | +1.8% | +26.2% | +26.4% |
| 3Y | +103.4% | +6.0% | +97.4% | +96.7% |
| 5Y | +88.2% | -62.2% | +150.3% | +83.7% |
| All | +94.5% | -49.8% | +144.3% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling