+830.6%
EEM vs GPN
+1,148.0%
-317.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.8% |
| 7D | -0.7% | -3.5% | +2.8% | +0.6% |
| 30D | +2.4% | +3.1% | -0.7% | +0.9% |
| 3M | +4.2% | +42.3% | -38.1% | -10.3% |
| 6M | +14.8% | +20.9% | -6.1% | +4.6% |
| YTD | +23.1% | +15.2% | +7.9% | +12.9% |
| 1Y | +32.5% | +5.4% | +27.1% | +25.1% |
| 3Y | +85.9% | -27.4% | +113.3% | +94.6% |
| 5Y | +43.6% | -44.2% | +87.8% | +60.3% |
| 10Y | +127.2% | +27.4% | +99.9% | +55.6% |
| All | +830.6% | +1,148.0% | -317.3% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling