+13.9%
EFA vs GD
+6.6%
+7.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.8% | +2.7% |
| 7D | +1.2% | -3.0% | +4.3% | +1.6% |
| 30D | +1.5% | +9.3% | -7.8% | +0.2% |
| 3M | -3.3% | -7.2% | +3.9% | -2.3% |
| 6M | +2.6% | +5.5% | -2.9% | +1.3% |
| YTD | +11.0% | +9.5% | +1.5% | +8.5% |
| All | +13.9% | +6.6% | +7.4% | +13.1% |
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