+12.9%
IEFA vs GPC
-0.7%
+13.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +1.1% | -6.3% | +7.4% | +2.0% |
| 3M | -4.3% | -8.2% | +3.9% | -3.2% |
| 6M | +1.4% | +27.1% | -25.7% | -3.5% |
| YTD | +10.1% | +3.1% | +7.0% | +4.2% |
| 1Y | +12.9% | +0.1% | +12.8% | +7.7% |
| All | +12.9% | -0.7% | +13.6% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling