+177.4%
GD vs EME
+996.0%
-818.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +0.2% |
| 7D | -3.0% | -4.4% | +1.3% | -2.1% |
| 30D | +9.3% | -17.3% | +26.6% | +14.8% |
| 3M | -7.2% | -20.0% | +12.8% | -1.9% |
| 6M | +5.5% | -29.1% | +34.5% | +14.2% |
| YTD | +9.5% | +6.9% | +2.5% | +3.1% |
| 1Y | +6.4% | +0.8% | +5.7% | +2.0% |
| 3Y | +59.8% | +214.4% | -154.6% | -6.6% |
| 5Y | +98.0% | +404.2% | -306.2% | -7.9% |
| 10Y | +177.4% | +941.9% | -764.5% | -7.0% |
| All | +177.4% | +996.0% | -818.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling