+57.5%
EFA vs GTLB
-50.1%
+107.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.0% |
| 7D | -1.5% | -5.7% | +4.2% | -1.1% |
| 30D | -1.7% | +15.1% | -16.8% | -2.8% |
| 3M | +3.5% | +65.5% | -62.0% | -0.8% |
| 6M | +9.5% | +102.9% | -93.4% | +2.8% |
| YTD | +12.9% | +25.2% | -12.3% | +9.9% |
| 1Y | +18.2% | -5.5% | +23.7% | +17.5% |
| 3Y | +64.8% | -10.9% | +75.7% | +60.5% |
| All | +57.5% | -50.1% | +107.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling