+132.3%
EEM vs GPC
+83.6%
+48.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | +5.1% | +1.3% | +3.8% | +4.6% |
| 3M | +4.6% | +37.1% | -32.5% | -5.4% |
| 6M | +17.8% | +23.2% | -5.4% | +9.7% |
| YTD | +25.8% | +13.1% | +12.7% | +19.3% |
| 1Y | +36.4% | +0.9% | +35.5% | +33.7% |
| 3Y | +90.0% | -0.8% | +90.8% | +81.9% |
| 5Y | +46.6% | +31.1% | +15.4% | +24.5% |
| 10Y | +132.3% | +87.4% | +44.9% | +70.8% |
| All | +132.3% | +83.6% | +48.6% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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