+212.6%
IEFA vs GNRC
+711.5%
-498.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -1.5% | -15.7% | +14.2% | +1.3% |
| 3M | +3.4% | -27.3% | +30.7% | +8.6% |
| 6M | +9.5% | -12.1% | +21.5% | +10.5% |
| YTD | +13.0% | +37.1% | -24.1% | +5.0% |
| 1Y | +18.0% | -0.5% | +18.5% | +15.2% |
| 3Y | +65.4% | +61.5% | +3.8% | +44.3% |
| 5Y | +51.6% | -58.6% | +110.1% | +60.8% |
| 10Y | +146.7% | +446.3% | -299.6% | +53.8% |
| All | +212.6% | +711.5% | -498.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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