+405.5%
GH vs EME
+942.1%
-536.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.9% |
| 7D | -0.2% | +2.7% | -2.9% | -1.1% |
| 30D | -2.6% | -6.8% | +4.2% | -0.6% |
| 3M | +25.1% | -8.8% | +33.9% | +27.4% |
| 6M | +78.5% | +5.0% | +73.5% | +72.5% |
| YTD | +59.4% | +23.5% | +35.9% | +45.1% |
| 1Y | +173.9% | +21.3% | +152.5% | +141.6% |
| 3Y | +382.7% | +241.1% | +141.7% | +169.6% |
| 5Y | +24.4% | +549.2% | -524.8% | -47.3% |
| All | +405.5% | +942.1% | -536.6% | +56.0% |
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