+747.7%
EEM vs GPC
+735.3%
+12.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +1.6% |
| 7D | -0.1% | +0.8% | -1.0% | -0.5% |
| 30D | -8.6% | -1.1% | -7.6% | -8.5% |
| 3M | -7.0% | -6.6% | -0.4% | -4.2% |
| 6M | -9.7% | +22.2% | -31.9% | -21.0% |
| YTD | +12.1% | +5.1% | +7.1% | +4.7% |
| 1Y | +14.1% | +2.8% | +11.3% | +7.5% |
| 3Y | +72.1% | +2.4% | +69.8% | +52.9% |
| 5Y | +34.1% | +7.8% | +26.3% | +10.0% |
| 10Y | +109.6% | +87.2% | +22.4% | +2.1% |
| All | +747.7% | +735.3% | +12.4% | +17.3% |
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