+54.3%
EFA vs GFS
0.0%
+54.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | -1.5% | +3.8% | -5.4% | -2.1% |
| 30D | -1.7% | -11.7% | +10.1% | +0.1% |
| 3M | +3.5% | -41.8% | +45.3% | +11.7% |
| 6M | +9.5% | +6.6% | +2.8% | +6.2% |
| YTD | +12.9% | +34.6% | -21.8% | +4.8% |
| 1Y | +18.2% | +46.2% | -28.0% | +7.8% |
| 3Y | +64.8% | -20.3% | +85.2% | +61.5% |
| All | +54.3% | 0.0% | +54.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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