+217.5%
IEFA vs GPC
+235.4%
-17.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | +1.0% | +6.0% | -4.9% | -0.9% |
| 3M | +4.7% | +42.6% | -37.9% | -7.9% |
| 6M | +8.6% | +22.8% | -14.2% | +0.3% |
| YTD | +14.8% | +15.5% | -0.6% | +7.4% |
| 1Y | +22.6% | +2.0% | +20.6% | +19.6% |
| 3Y | +67.0% | -1.4% | +68.4% | +59.8% |
| 5Y | +52.3% | +30.6% | +21.7% | +28.2% |
| 10Y | +147.3% | +80.6% | +66.7% | +74.2% |
| All | +217.5% | +235.4% | -17.9% | +65.6% |
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