+52.7%
EFA vs GPN
-44.5%
+97.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | -4.3% | +2.8% | -0.6% |
| 30D | -1.7% | 0.0% | -1.7% | -1.8% |
| 3M | +3.5% | +35.8% | -32.3% | -3.7% |
| 6M | +9.5% | +22.0% | -12.5% | +3.9% |
| YTD | +12.9% | +15.2% | -2.3% | +8.0% |
| 1Y | +18.2% | +3.5% | +14.7% | +15.6% |
| 3Y | +64.8% | -26.9% | +91.8% | +72.0% |
| All | +52.7% | -44.5% | +97.2% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling