+238.7%
GM vs EMR
+322.6%
-83.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +0.4% | +3.1% | -2.7% | -1.6% |
| 30D | -1.8% | -3.5% | +1.7% | +0.4% |
| 3M | +2.6% | +9.8% | -7.2% | -4.3% |
| 6M | +14.6% | +10.8% | +3.8% | +5.5% |
| YTD | +6.2% | +15.9% | -9.7% | -6.2% |
| 1Y | +48.7% | +16.4% | +32.2% | +29.9% |
| 3Y | +168.3% | +62.1% | +106.2% | +78.9% |
| 5Y | +82.8% | +62.9% | +19.9% | +20.7% |
| 10Y | +226.2% | +267.8% | -41.6% | +17.5% |
| All | +238.7% | +322.6% | -83.9% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling