+142.2%
IEFA vs GPC
+87.0%
+55.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.4% | -1.8% | -0.7% | -1.9% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +5.5% | +37.4% | -31.8% | -5.1% |
| 6M | +8.1% | +25.4% | -17.3% | -0.2% |
| YTD | +11.9% | +12.2% | -0.3% | +6.1% |
| 1Y | +18.1% | -0.3% | +18.4% | +16.2% |
| 3Y | +65.5% | -1.6% | +67.1% | +58.7% |
| 5Y | +50.1% | +31.0% | +19.1% | +27.6% |
| All | +142.2% | +87.0% | +55.1% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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