+854.3%
EEM vs GPC
+817.9%
+36.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.2% |
| 7D | +2.3% | +1.2% | +1.1% | +1.7% |
| 30D | +4.5% | +6.0% | -1.4% | +1.3% |
| 3M | -0.1% | +42.6% | -42.7% | -19.0% |
| 6M | +16.9% | +22.8% | -5.8% | +2.4% |
| YTD | +26.2% | +15.5% | +10.8% | +12.7% |
| 1Y | +40.5% | +2.0% | +38.5% | +33.9% |
| 3Y | +86.2% | -1.4% | +87.6% | +70.1% |
| 5Y | +45.5% | +30.6% | +14.9% | +6.6% |
| 10Y | +128.6% | +80.6% | +48.0% | +18.6% |
| All | +854.3% | +817.9% | +36.3% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling