+97.2%
GD vs EME
+529.3%
-432.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -5.3% | +1.9% | -7.1% | -5.5% |
| 30D | -6.4% | -8.3% | +1.8% | -5.3% |
| 3M | +5.7% | -10.7% | +16.5% | +7.0% |
| 6M | -0.9% | +1.9% | -2.8% | -2.5% |
| YTD | +8.2% | +23.5% | -15.3% | +2.4% |
| 1Y | +13.4% | +18.0% | -4.5% | +7.4% |
| 3Y | +68.5% | +236.1% | -167.6% | +18.9% |
| All | +97.2% | +529.3% | -432.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling