+388.2%
EFA vs GFI
+1,851.2%
-1,463.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.5% | -4.9% | +3.3% | -1.1% |
| 30D | -1.7% | +10.7% | -12.4% | -2.7% |
| 3M | +3.5% | +25.6% | -22.1% | +0.9% |
| 6M | +9.5% | -8.3% | +17.7% | +9.7% |
| YTD | +12.9% | +6.3% | +6.6% | +11.0% |
| 1Y | +18.2% | +22.1% | -3.9% | +14.2% |
| 3Y | +64.8% | +289.2% | -224.4% | +39.8% |
| 5Y | +53.9% | +531.7% | -477.8% | +21.7% |
| 10Y | +144.8% | +1,043.8% | -899.0% | +69.4% |
| All | +388.2% | +1,851.2% | -1,463.1% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 all: compounded portfolio wealth divided by compounded GFI 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…
all analysis · Full analysis span regression · 6 months rolling