+2,449.8%
GPN vs EME
+13,058.9%
-10,609.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.9% |
| 7D | -6.2% | +2.7% | -9.0% | -7.1% |
| 30D | +1.0% | -6.8% | +7.8% | +3.2% |
| 3M | +36.9% | -8.8% | +45.7% | +38.6% |
| 6M | +16.8% | +5.0% | +11.8% | +11.6% |
| YTD | +13.2% | +23.5% | -10.3% | +1.3% |
| 1Y | +1.4% | +21.3% | -19.9% | -10.2% |
| 3Y | -28.6% | +241.1% | -269.7% | -58.6% |
| 5Y | -47.0% | +549.2% | -596.1% | -76.0% |
| 10Y | +25.2% | +1,306.4% | -1,281.2% | -58.2% |
| All | +2,449.8% | +13,058.9% | -10,609.1% | +396.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling