+882.5%
EME vs GPC
+74.2%
+808.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +11.3% | -1.3% | +12.6% | +11.9% |
| 30D | -14.6% | -6.0% | -8.5% | -12.6% |
| 3M | -20.4% | -7.6% | -12.8% | -18.3% |
| 6M | -28.3% | +24.2% | -52.5% | -36.3% |
| YTD | +8.6% | +2.7% | +5.9% | +3.3% |
| 1Y | +3.2% | +0.2% | +3.1% | -0.7% |
| 3Y | +216.8% | -0.8% | +217.5% | +189.6% |
| 5Y | +417.5% | +4.4% | +413.0% | +353.8% |
| All | +882.5% | +74.2% | +808.3% | +559.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling