+383.4%
EFA vs GPN
+1,020.1%
-636.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.4% |
| 7D | -2.4% | -3.5% | +1.2% | -1.3% |
| 30D | -2.2% | +3.1% | -5.4% | -3.4% |
| 3M | +5.7% | +42.3% | -36.6% | -6.2% |
| 6M | +8.2% | +20.9% | -12.7% | +0.5% |
| YTD | +11.8% | +15.2% | -3.5% | +4.4% |
| 1Y | +18.3% | +5.4% | +12.8% | +13.2% |
| 3Y | +64.9% | -27.4% | +92.3% | +72.2% |
| 5Y | +52.4% | -44.2% | +96.6% | +68.0% |
| 10Y | +142.4% | +27.4% | +115.0% | +91.8% |
| All | +383.4% | +1,020.1% | -636.7% | +86.9% |
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