+131.7%
EMB vs GPC
+423.5%
-291.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -0.3% | +6.0% | -6.3% | -0.9% |
| 3M | -0.4% | +42.6% | -43.0% | -4.1% |
| 6M | +0.1% | +22.8% | -22.6% | -2.2% |
| YTD | +1.6% | +15.5% | -13.9% | -0.4% |
| 1Y | +5.6% | +2.0% | +3.6% | +4.8% |
| 3Y | +29.8% | -1.4% | +31.3% | +28.1% |
| 5Y | +7.3% | +30.6% | -23.3% | +2.6% |
| 10Y | +30.4% | +80.6% | -50.2% | +18.4% |
| All | +131.7% | +423.5% | -291.7% | +94.7% |
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