+30.7%
IEMG vs GPN
+5.1%
+25.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -1.0% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +1.4% | +35.8% | -34.4% | -2.1% |
| 6M | +15.2% | +22.0% | -6.8% | +11.8% |
| YTD | +23.8% | +15.2% | +8.6% | +20.8% |
| 1Y | +30.7% | +3.5% | +27.2% | +29.3% |
| All | +30.7% | +5.1% | +25.6% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling