+20.0%
GE vs EFA
+23.1%
-3.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -2.2% |
| 30D | -11.6% | +0.9% | -12.4% | -12.5% |
| 3M | +3.0% | +4.9% | -1.9% | -2.6% |
| 6M | -0.5% | +8.6% | -9.1% | -9.7% |
| YTD | +9.7% | +14.6% | -4.9% | -5.7% |
| 1Y | +20.0% | +22.6% | -2.6% | +0.5% |
| All | +20.0% | +23.1% | -3.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling