+103.4%
EMR vs GTLB
+4.2%
+99.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -2.0% | -9.6% | +7.7% | -0.8% |
| 30D | +2.8% | -15.5% | +18.3% | +4.7% |
| 3M | +2.0% | +12.4% | -10.4% | +0.2% |
| 6M | +20.7% | +84.6% | -63.8% | +10.8% |
| YTD | +27.3% | +26.1% | +1.2% | +23.2% |
| 1Y | +31.0% | +1.7% | +29.3% | +31.0% |
| All | +103.4% | +4.2% | +99.2% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling