+84.8%
IEMG vs GPC
-1.1%
+85.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | +4.6% | +1.3% | +3.3% | +4.4% |
| 3M | +4.8% | +37.1% | -32.3% | -0.7% |
| 6M | +16.8% | +23.2% | -6.4% | +12.3% |
| YTD | +24.8% | +13.1% | +11.8% | +20.9% |
| 1Y | +34.3% | +0.9% | +33.4% | +32.5% |
| All | +84.8% | -1.1% | +85.9% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling