+63.7%
IEFA vs GAP
+103.6%
-39.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -2.4% | -6.3% | +3.9% | -1.9% |
| 30D | -2.1% | -0.2% | -1.9% | -2.2% |
| 3M | +5.5% | 0.0% | +5.5% | +5.3% |
| 6M | +8.1% | -8.1% | +16.2% | +8.4% |
| YTD | +11.9% | -16.5% | +28.4% | +12.9% |
| 1Y | +18.1% | -10.5% | +28.5% | +18.2% |
| All | +63.7% | +103.6% | -39.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling