+18.4%
GE vs EMR
+15.1%
+3.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -1.2% | +0.9% | -2.2% | -1.7% |
| 30D | -11.3% | -5.0% | -6.3% | -9.1% |
| 3M | -1.4% | +5.9% | -7.3% | -4.7% |
| 6M | +1.2% | +7.3% | -6.1% | -3.7% |
| YTD | +5.9% | +14.6% | -8.6% | -1.5% |
| 1Y | +18.4% | +15.6% | +2.8% | +9.3% |
| All | +18.4% | +15.1% | +3.3% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling