+212.3%
IEFA vs GAP
-7.0%
+219.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.5% |
| 7D | -0.5% | -3.2% | +2.7% | 0.0% |
| 30D | -1.1% | -0.7% | -0.4% | -1.2% |
| 3M | +5.1% | -0.5% | +5.5% | +4.8% |
| 6M | +9.3% | -5.0% | +14.3% | +9.2% |
| YTD | +13.0% | -14.7% | +27.6% | +14.1% |
| 1Y | +19.2% | -8.6% | +27.8% | +18.9% |
| 3Y | +67.0% | +108.4% | -41.4% | +41.2% |
| 5Y | +51.1% | +5.8% | +45.3% | +35.4% |
| 10Y | +146.5% | +29.6% | +116.8% | +87.9% |
| All | +212.3% | -7.0% | +219.3% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling