+231.1%
GM vs EMR
+284.0%
-52.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.3% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -1.1% | -6.8% | +5.7% | +3.5% |
| 3M | +6.1% | +7.5% | -1.4% | +0.3% |
| 6M | +15.0% | +9.9% | +5.1% | +6.4% |
| YTD | +6.0% | +16.0% | -10.0% | -6.6% |
| 1Y | +47.1% | +12.4% | +34.6% | +31.5% |
| 3Y | +170.5% | +60.2% | +110.2% | +80.3% |
| 5Y | +80.5% | +67.9% | +12.6% | +15.2% |
| All | +231.1% | +284.0% | -52.9% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling