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  • EFA vs GPC✓SelectedUSD · GPCEFA vs GPC performance historyLatest closeAs of-0.54%09/08
Stock and ETF performance explorer

EFA vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+68.2%
GPC return
-2.2%
Excess return
+70.4%
Maximum drawdown
-14.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-0.5%-2.9%+2.4%0.0%
7D+1.2%+0.2%+1.0%+1.2%
30D-0.7%-0.4%-0.3%-0.7%
3M+6.4%+39.2%-32.8%-0.2%
6M+11.4%+18.2%-6.8%+7.3%
YTD+14.0%+12.1%+1.9%+10.1%
1Y+20.2%-0.7%+20.9%+18.7%
3Y+68.2%-1.7%+69.9%+61.8%
All+68.2%-2.2%+70.4%+61.8%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling