+2,874.1%
GE vs EMR
+4,492.2%
-1,618.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.6% | +1.2% |
| 7D | +6.3% | +2.1% | +4.1% | +5.0% |
| 30D | +8.9% | +4.8% | +4.1% | +6.0% |
| 3M | -9.2% | +7.5% | -16.7% | -13.2% |
| 6M | +13.2% | +20.9% | -7.6% | +0.7% |
| YTD | +9.4% | +29.2% | -19.8% | -7.2% |
| 1Y | +9.8% | +33.0% | -23.2% | -8.7% |
| 3Y | +278.2% | +109.8% | +168.4% | +132.0% |
| 5Y | +396.0% | +91.9% | +304.1% | +218.3% |
| 10Y | +162.4% | +301.5% | -139.2% | +8.0% |
| All | +2,874.1% | +4,492.2% | -1,618.1% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling