+144.6%
IEFA vs GAP
+31.2%
+113.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | -1.6% | -4.1% | +2.5% | -1.0% |
| 30D | -1.5% | +6.2% | -7.7% | -2.4% |
| 3M | +3.4% | -0.7% | +4.1% | +3.2% |
| 6M | +9.5% | -7.1% | +16.6% | +9.8% |
| YTD | +13.0% | -14.1% | +27.1% | +14.1% |
| 1Y | +18.0% | -8.5% | +26.5% | +17.8% |
| 3Y | +65.4% | +115.4% | -50.0% | +39.5% |
| 5Y | +51.6% | +9.8% | +41.7% | +35.2% |
| All | +144.6% | +31.2% | +113.4% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling