+20.7%
EMR vs GTLB
+84.4%
-63.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -2.0% | -9.6% | +7.7% | -1.9% |
| 30D | +2.8% | -15.5% | +18.3% | +2.9% |
| 3M | +2.0% | +12.4% | -10.4% | +2.8% |
| 6M | +20.7% | +84.6% | -63.8% | +24.5% |
| All | +20.7% | +84.4% | -63.7% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling