+53.4%
EFA vs GEN
+20.0%
+33.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.5% | -2.9% | +2.4% | +0.1% |
| 30D | -1.3% | +2.1% | -3.4% | -1.8% |
| 3M | +5.2% | +19.7% | -14.5% | +1.4% |
| 6M | +9.4% | +33.3% | -23.9% | +2.6% |
| YTD | +12.7% | +11.1% | +1.6% | +9.7% |
| 1Y | +19.3% | +3.0% | +16.3% | +17.9% |
| 3Y | +66.3% | +57.9% | +8.5% | +49.0% |
| 5Y | +53.4% | +20.6% | +32.7% | +40.6% |
| All | +53.4% | +20.0% | +33.4% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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