+140.4%
EFA vs GPC
+87.0%
+53.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +5.7% | +37.4% | -31.7% | -5.0% |
| 6M | +8.2% | +25.4% | -17.3% | -0.1% |
| YTD | +11.8% | +12.2% | -0.4% | +6.0% |
| 1Y | +18.3% | -0.3% | +18.6% | +16.4% |
| 3Y | +64.9% | -1.6% | +66.5% | +58.2% |
| 5Y | +52.4% | +31.0% | +21.4% | +29.7% |
| All | +140.4% | +87.0% | +53.4% | +76.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling