+142.8%
EFA vs CG
+314.7%
-171.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -1.5% | -9.9% | +8.3% | +1.3% |
| 30D | -1.7% | -11.7% | +10.0% | +1.6% |
| 3M | +3.5% | -4.3% | +7.8% | +4.2% |
| 6M | +9.5% | -8.8% | +18.2% | +11.4% |
| YTD | +12.9% | -26.9% | +39.7% | +21.6% |
| 1Y | +18.2% | -35.4% | +53.6% | +31.4% |
| 3Y | +64.8% | +43.0% | +21.8% | +38.3% |
| 5Y | +53.9% | +1.9% | +52.0% | +37.8% |
| All | +142.8% | +314.7% | -171.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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