+549.2%
EME vs GPC
+30.9%
+518.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | +2.7% | -0.6% | +3.4% | +2.8% |
| 30D | -6.8% | +1.3% | -8.1% | -7.2% |
| 3M | -8.8% | +37.1% | -45.9% | -17.9% |
| 6M | +5.0% | +23.2% | -18.2% | -2.4% |
| YTD | +23.5% | +13.1% | +10.4% | +16.7% |
| 1Y | +21.3% | +0.9% | +20.4% | +19.1% |
| 3Y | +241.1% | -0.8% | +241.9% | +224.4% |
| 5Y | +549.2% | +31.1% | +518.0% | +390.7% |
| All | +549.2% | +30.9% | +518.3% | +390.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling