+45.8%
EFA vs GD
+94.5%
-48.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | -5.0% | +3.5% | 0.0% |
| 30D | -1.2% | +8.9% | -10.1% | -3.7% |
| 3M | -5.1% | -8.0% | +3.0% | -2.9% |
| 6M | -1.2% | +2.9% | -4.1% | -2.6% |
| YTD | +7.8% | +7.1% | +0.7% | +4.6% |
| 1Y | +12.2% | +5.9% | +6.2% | +9.2% |
| 3Y | +61.5% | +53.9% | +7.7% | +36.7% |
| All | +45.8% | +94.5% | -48.8% | +10.0% |
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