+78.1%
EMR vs GTLB
-47.1%
+125.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.6% |
| 7D | -1.5% | +11.1% | -12.6% | -2.5% |
| 30D | -5.6% | +37.8% | -43.4% | -8.5% |
| 3M | +7.9% | +61.6% | -53.6% | +2.9% |
| 6M | +6.0% | +98.9% | -92.9% | -1.5% |
| YTD | +16.4% | +32.8% | -16.3% | +12.4% |
| 1Y | +16.6% | +14.7% | +2.0% | +13.8% |
| 3Y | +62.9% | +1.3% | +61.5% | +58.0% |
| All | +78.1% | -47.1% | +125.2% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling