+14.2%
EMR vs GTLB
-3.8%
+18.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | +0.9% | -6.6% | +7.5% | +1.0% |
| 30D | -5.0% | +13.7% | -18.7% | -5.2% |
| 3M | +5.9% | +52.9% | -47.0% | +5.4% |
| 6M | +7.3% | +88.5% | -81.2% | +6.5% |
| YTD | +14.6% | +23.4% | -8.9% | +18.3% |
| All | +14.2% | -3.8% | +18.1% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling