-27.1%
GPN vs EME
+252.2%
-279.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.8% |
| 7D | -4.6% | +3.5% | -8.1% | -5.0% |
| 30D | -0.3% | -6.3% | +6.1% | +0.4% |
| 3M | +35.4% | -3.8% | +39.2% | +35.7% |
| 6M | +21.7% | +8.5% | +13.2% | +18.7% |
| YTD | +14.9% | +27.8% | -12.9% | +7.7% |
| 1Y | +3.2% | +22.2% | -19.0% | -3.6% |
| 3Y | -27.1% | +253.5% | -280.6% | -47.6% |
| All | -27.1% | +252.2% | -279.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling