+145.4%
IEMG vs GPC
+235.4%
-90.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.3% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +4.6% | +6.0% | -1.4% | +2.7% |
| 3M | +0.4% | +42.6% | -42.3% | -11.4% |
| 6M | +16.4% | +22.8% | -6.4% | +7.6% |
| YTD | +25.4% | +15.5% | +10.0% | +17.5% |
| 1Y | +38.3% | +2.0% | +36.2% | +34.8% |
| 3Y | +84.1% | -1.4% | +85.5% | +76.0% |
| 5Y | +49.0% | +30.6% | +18.4% | +24.7% |
| 10Y | +141.8% | +80.6% | +61.2% | +68.6% |
| All | +145.4% | +235.4% | -90.0% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling