+12.4%
GD vs EME
+22.9%
-10.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -3.5% | +5.2% | -8.6% | -3.7% |
| 30D | -9.0% | -5.4% | -3.7% | -8.9% |
| 3M | +5.1% | -6.1% | +11.2% | +5.1% |
| 6M | -1.0% | +9.7% | -10.7% | -3.1% |
| YTD | +7.3% | +26.6% | -19.3% | +2.7% |
| 1Y | +12.4% | +24.6% | -12.2% | +4.5% |
| All | +12.4% | +22.9% | -10.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling