+75.8%
GM vs EMR
+66.6%
+9.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -1.1% | -6.8% | +5.7% | +3.0% |
| 3M | +6.1% | +7.5% | -1.4% | +0.9% |
| 6M | +15.0% | +9.9% | +5.1% | +7.3% |
| YTD | +6.0% | +16.0% | -10.0% | -5.5% |
| 1Y | +47.1% | +12.4% | +34.6% | +32.9% |
| 3Y | +170.5% | +60.2% | +110.2% | +83.6% |
| All | +75.8% | +66.6% | +9.1% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling