+1,344.7%
EME vs GPC
+86.4%
+1,258.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +3.5% | -3.2% | +6.7% | +4.8% |
| 30D | -6.3% | +0.5% | -6.9% | -6.7% |
| 3M | -3.8% | +31.7% | -35.5% | -16.0% |
| 6M | +8.5% | +24.7% | -16.2% | -3.3% |
| YTD | +27.8% | +11.8% | +16.0% | +18.0% |
| 1Y | +22.2% | -3.0% | +25.2% | +20.1% |
| 3Y | +253.5% | -1.1% | +254.6% | +226.7% |
| 5Y | +578.6% | +30.5% | +548.1% | +435.4% |
| All | +1,344.7% | +86.4% | +1,258.3% | +865.2% |
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