+47.0%
IEMG vs GPC
+29.3%
+17.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | +2.1% | +0.1% | +2.0% | +2.1% |
| 3M | +4.6% | +37.4% | -32.8% | -2.5% |
| 6M | +14.0% | +25.4% | -11.4% | +8.2% |
| YTD | +22.3% | +12.2% | +10.2% | +17.9% |
| 1Y | +30.7% | -0.3% | +31.0% | +29.1% |
| 3Y | +83.2% | -1.6% | +84.8% | +77.3% |
| 5Y | +47.0% | +31.0% | +16.0% | +24.8% |
| All | +47.0% | +29.3% | +17.6% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling