+6,165.2%
GD vs EME
+49,337.3%
-43,172.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -5.0% | -10.5% | +5.5% | -2.7% |
| 30D | +8.9% | -22.4% | +31.3% | +15.1% |
| 3M | -8.0% | -24.7% | +16.6% | -2.5% |
| 6M | +2.9% | -35.5% | +38.4% | +12.0% |
| YTD | +7.1% | -0.3% | +7.4% | +4.5% |
| 1Y | +5.9% | -6.7% | +12.7% | +4.9% |
| 3Y | +53.9% | +190.6% | -136.8% | +11.7% |
| 5Y | +95.4% | +367.3% | -271.9% | +24.9% |
| 10Y | +193.5% | +954.5% | -761.0% | +51.7% |
| All | +6,165.2% | +49,337.3% | -43,172.1% | +1,991.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling