+22.6%
EFA vs GD
+13.1%
+9.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | +0.6% | -5.3% | +5.8% | +1.4% |
| 30D | +0.9% | -6.4% | +7.3% | +1.9% |
| 3M | +4.9% | +5.7% | -0.8% | +3.6% |
| 6M | +8.6% | -0.9% | +9.5% | +9.3% |
| YTD | +14.6% | +8.2% | +6.5% | +12.4% |
| 1Y | +22.6% | +13.4% | +9.2% | +18.8% |
| All | +22.6% | +13.1% | +9.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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