+85.9%
EEM vs GPN
-27.6%
+113.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -4.6% | +3.3% | -0.6% |
| 30D | +2.1% | -0.3% | +2.3% | +2.0% |
| 3M | +1.0% | +35.4% | -34.4% | -3.9% |
| 6M | +15.9% | +21.7% | -5.7% | +11.8% |
| YTD | +24.6% | +14.9% | +9.8% | +21.0% |
| 1Y | +32.3% | +3.2% | +29.1% | +30.5% |
| 3Y | +85.9% | -27.1% | +113.1% | +90.4% |
| All | +85.9% | -27.6% | +113.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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