+170.5%
GM vs EME
+252.2%
-81.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.4% |
| 7D | -2.4% | +3.5% | -6.0% | -3.1% |
| 30D | -1.1% | -6.3% | +5.2% | 0.0% |
| 3M | +6.1% | -3.8% | +9.9% | +6.5% |
| 6M | +15.0% | +8.5% | +6.5% | +12.3% |
| YTD | +6.0% | +27.8% | -21.8% | -0.4% |
| 1Y | +47.1% | +22.2% | +24.9% | +37.8% |
| 3Y | +170.5% | +253.5% | -83.0% | +83.1% |
| All | +170.5% | +252.2% | -81.7% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling