+77.3%
EMR vs GTLB
-50.1%
+127.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.6% |
| 7D | -0.4% | -5.7% | +5.3% | +0.1% |
| 30D | -6.8% | +15.1% | -21.9% | -8.1% |
| 3M | +7.5% | +65.5% | -58.0% | +2.2% |
| 6M | +9.9% | +102.9% | -93.0% | +1.8% |
| YTD | +16.0% | +25.2% | -9.2% | +12.5% |
| 1Y | +12.4% | -5.5% | +18.0% | +11.8% |
| 3Y | +60.2% | -10.9% | +71.1% | +57.1% |
| All | +77.3% | -50.1% | +127.5% | +70.7% |
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