+34.7%
IEMG vs GPC
+4.3%
+30.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -5.7% | -6.3% | +0.6% | -4.7% |
| 3M | -8.8% | -8.2% | -0.6% | -7.5% |
| 6M | -8.9% | +27.1% | -36.0% | -14.1% |
| YTD | +11.2% | +3.1% | +8.1% | +8.7% |
| 1Y | +12.2% | +0.1% | +12.1% | +10.3% |
| 3Y | +68.5% | +0.2% | +68.3% | +61.0% |
| All | +34.7% | +4.3% | +30.4% | +19.3% |
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