+55.8%
EFA vs GFS
-3.9%
+59.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.2% | +2.6% | -1.4% | +0.8% |
| 30D | -0.7% | -16.4% | +15.7% | +1.9% |
| 3M | +6.4% | -41.6% | +48.0% | +14.7% |
| 6M | +11.4% | -3.7% | +15.1% | +9.8% |
| YTD | +14.0% | +29.3% | -15.3% | +6.5% |
| 1Y | +20.2% | +37.1% | -16.9% | +10.8% |
| 3Y | +68.2% | -22.1% | +90.3% | +65.3% |
| All | +55.8% | -3.9% | +59.8% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling