+142.3%
IEMG vs GPN
+335.0%
-192.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -4.6% | +3.3% | 0.0% |
| 30D | +1.9% | -0.3% | +2.2% | +1.8% |
| 3M | +1.4% | +35.4% | -34.0% | -7.9% |
| 6M | +15.2% | +21.7% | -6.5% | +7.4% |
| YTD | +23.8% | +14.9% | +8.9% | +16.4% |
| 1Y | +30.7% | +3.2% | +27.5% | +26.4% |
| 3Y | +83.3% | -27.1% | +110.4% | +91.2% |
| 5Y | +48.8% | -44.4% | +93.1% | +64.5% |
| 10Y | +142.8% | +27.0% | +115.8% | +91.6% |
| All | +142.3% | +335.0% | -192.7% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling