+72.1%
EEM vs GPC
+2.3%
+69.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +2.6% |
| 7D | -0.1% | +0.8% | -1.0% | -0.2% |
| 30D | -8.6% | -1.1% | -7.6% | -8.6% |
| 3M | -7.0% | -6.6% | -0.4% | -6.3% |
| 6M | -9.7% | +22.2% | -31.9% | -13.3% |
| YTD | +12.1% | +5.1% | +7.1% | +9.5% |
| 1Y | +14.1% | +2.8% | +11.3% | +11.8% |
| 3Y | +72.1% | +2.4% | +69.8% | +61.8% |
| All | +72.1% | +2.3% | +69.8% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling