-26.7%
GPN vs EMB
+7.3%
-34.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.5% |
| 7D | -5.6% | -0.9% | -4.7% | -4.4% |
| 30D | +13.6% | +0.4% | +13.3% | +13.1% |
| 3M | -2.8% | -3.1% | +0.3% | +1.5% |
| 6M | +38.1% | -2.1% | +40.1% | +42.4% |
| YTD | +19.9% | -1.1% | +21.0% | +22.2% |
| 1Y | +23.4% | -0.1% | +23.5% | +24.2% |
| 3Y | -12.6% | +29.6% | -42.2% | -35.8% |
| All | -26.7% | +7.3% | -34.0% | -37.0% |
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