+77.3%
EMR vs GTLB
-50.0%
+127.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +4.9% | 0.0% |
| 7D | +3.1% | +4.6% | -1.5% | +2.6% |
| 30D | -3.5% | +21.0% | -24.5% | -5.3% |
| 3M | +9.8% | +51.7% | -41.9% | +5.3% |
| 6M | +10.8% | +89.3% | -78.5% | +3.4% |
| YTD | +15.9% | +25.6% | -9.7% | +12.5% |
| 1Y | +16.4% | -1.5% | +18.0% | +15.3% |
| 3Y | +62.1% | -9.9% | +72.0% | +58.8% |
| All | +77.3% | -50.0% | +127.2% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling