+19.1%
EME vs GPC
+1.4%
+17.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | +2.7% | -0.6% | +3.4% | +2.7% |
| 30D | -6.8% | +1.3% | -8.1% | -6.7% |
| 3M | -8.8% | +37.1% | -45.9% | -11.4% |
| 6M | +5.0% | +23.2% | -18.2% | +2.5% |
| YTD | +23.5% | +13.1% | +10.4% | +21.9% |
| All | +19.1% | +1.4% | +17.8% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling