+152.0%
GE vs EMR
+266.1%
-114.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.0% |
| 7D | -1.2% | +0.9% | -2.2% | -1.8% |
| 30D | -11.3% | -5.0% | -6.3% | -8.4% |
| 3M | -1.4% | +5.9% | -7.3% | -5.6% |
| 6M | +1.2% | +7.3% | -6.1% | -4.0% |
| YTD | +5.9% | +14.6% | -8.6% | -4.9% |
| 1Y | +18.4% | +15.6% | +2.8% | +4.8% |
| 3Y | +271.0% | +60.2% | +210.8% | +150.7% |
| 5Y | +417.9% | +65.8% | +352.1% | +235.9% |
| 10Y | +152.0% | +277.4% | -125.4% | -0.1% |
| All | +152.0% | +266.1% | -114.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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