+53,162.3%
EME vs GPC
+1,317.4%
+51,844.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +8.4% | +0.4% | +7.9% | +8.2% |
| 30D | -11.5% | -6.3% | -5.2% | -8.6% |
| 3M | -20.6% | -8.2% | -12.5% | -17.5% |
| 6M | -28.5% | +27.1% | -55.6% | -39.6% |
| YTD | +8.0% | +3.1% | +4.9% | +0.7% |
| 1Y | +6.8% | +0.1% | +6.7% | +1.1% |
| 3Y | +213.9% | +0.2% | +213.7% | +177.7% |
| 5Y | +414.8% | +4.9% | +409.9% | +334.6% |
| 10Y | +916.9% | +75.2% | +841.8% | +487.4% |
| All | +53,162.3% | +1,317.4% | +51,844.9% | +10,847.3% |
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 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