-47.0%
GPN vs EMB
+7.1%
-54.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.4% |
| 7D | -6.2% | 0.0% | -6.3% | -6.3% |
| 30D | +1.0% | -0.3% | +1.3% | +1.5% |
| 3M | +36.9% | -0.3% | +37.2% | +37.7% |
| 6M | +16.8% | +0.7% | +16.0% | +16.0% |
| YTD | +13.2% | +1.3% | +12.0% | +11.8% |
| 1Y | +1.4% | +4.7% | -3.2% | -3.9% |
| 3Y | -28.6% | +30.1% | -58.7% | -47.6% |
| 5Y | -47.0% | +6.9% | -53.8% | -57.2% |
| All | -47.0% | +7.1% | -54.1% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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