+204.4%
IEFA vs GPC
+199.6%
+4.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +1.1% | -6.3% | +7.4% | +3.1% |
| 3M | -4.3% | -8.2% | +3.9% | -1.8% |
| 6M | +1.4% | +27.1% | -25.7% | -7.6% |
| YTD | +10.1% | +3.1% | +7.0% | +6.6% |
| 1Y | +12.9% | +0.1% | +12.8% | +10.5% |
| 3Y | +65.8% | +0.2% | +65.6% | +56.9% |
| 5Y | +47.7% | +4.9% | +42.8% | +34.6% |
| 10Y | +146.8% | +75.2% | +71.6% | +73.1% |
| All | +204.4% | +199.6% | +4.8% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling