Start on the g string, any note, come down one fret higher on each string so you're back on the first note an octave higher on the E string. The intervals are all major thirds so any of the notes can be the notional root.
G, Eb, B, G perhaps surprisingly, resolves nicely to E. The song in question uses just three chords: Em, C, G.
We certainly struggled for a long time we were trying to finish on a C chord (over which G bass sounded best) to create an unsettling effect but we couldn't get happy with it. But omitting the G letting the C hang and the bass does a run up then down that chord then E works.
There's probably some deep musical theory at work but I'm b****** if I know what it is.