+49.6%
EFA vs GD
+102.3%
-52.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +1.3% | +1.9% | -0.6% | +0.7% |
| 30D | +0.5% | +9.2% | -8.7% | -2.1% |
| 3M | -4.1% | -7.5% | +3.3% | -2.0% |
| 6M | +2.4% | +5.8% | -3.3% | +0.3% |
| YTD | +10.0% | +9.8% | +0.2% | +6.0% |
| 1Y | +11.4% | +5.8% | +5.6% | +8.7% |
| 3Y | +65.4% | +58.0% | +7.4% | +38.9% |
| 5Y | +49.6% | +100.4% | -50.8% | +11.6% |
| All | +49.6% | +102.3% | -52.7% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling