+140.8%
IEMG vs GPC
+86.4%
+54.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -3.2% | +1.9% | -0.4% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +1.4% | +31.7% | -30.3% | -7.1% |
| 6M | +15.2% | +24.7% | -9.5% | +7.0% |
| YTD | +23.8% | +11.8% | +12.0% | +17.9% |
| 1Y | +30.7% | -3.0% | +33.6% | +29.6% |
| 3Y | +83.3% | -1.1% | +84.4% | +75.6% |
| 5Y | +48.8% | +30.5% | +18.3% | +26.6% |
| All | +140.8% | +86.4% | +54.4% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling