+39.4%
GM vs EMR
+25.6%
+13.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.6% |
| 7D | +12.1% | +1.6% | +10.4% | +11.3% |
| 30D | +15.2% | +5.0% | +10.2% | +12.9% |
| 3M | +4.9% | +7.7% | -2.8% | +1.6% |
| 6M | +22.6% | +26.8% | -4.1% | +10.5% |
| YTD | +14.4% | +29.9% | -15.5% | +1.6% |
| 1Y | +39.4% | +25.7% | +13.7% | +24.8% |
| All | +39.4% | +25.6% | +13.8% | +24.8% |
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