+212.6%
IEFA vs GPN
+336.3%
-123.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | -4.3% | +2.8% | -0.4% |
| 30D | -1.5% | 0.0% | -1.5% | -1.7% |
| 3M | +3.4% | +35.8% | -32.4% | -6.0% |
| 6M | +9.5% | +22.0% | -12.5% | +2.1% |
| YTD | +13.0% | +15.2% | -2.2% | +6.4% |
| 1Y | +18.0% | +3.5% | +14.5% | +14.2% |
| 3Y | +65.4% | -26.9% | +92.3% | +72.8% |
| 5Y | +51.6% | -44.2% | +95.8% | +67.5% |
| 10Y | +146.7% | +27.3% | +119.3% | +104.9% |
| All | +212.6% | +336.3% | -123.7% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded GPN 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling