+140.8%
IEMG vs GPN
+28.5%
+112.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -0.1% |
| 30D | +1.9% | 0.0% | +1.9% | +1.7% |
| 3M | +1.4% | +35.8% | -34.4% | -7.7% |
| 6M | +15.2% | +22.0% | -6.8% | +7.6% |
| YTD | +23.8% | +15.2% | +8.6% | +16.7% |
| 1Y | +30.7% | +3.5% | +27.2% | +26.5% |
| 3Y | +83.3% | -26.9% | +110.2% | +91.3% |
| 5Y | +48.8% | -44.2% | +93.0% | +65.1% |
| All | +140.8% | +28.5% | +112.2% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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