+201.7%
GE vs EFA
+392.1%
-190.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.1% |
| 7D | +1.2% | +1.2% | 0.0% | 0.0% |
| 30D | -9.5% | -0.7% | -8.8% | -8.9% |
| 3M | +4.1% | +6.4% | -2.3% | -1.8% |
| 6M | +3.9% | +11.4% | -7.4% | -5.7% |
| YTD | +9.0% | +14.0% | -5.0% | -3.3% |
| 1Y | +21.9% | +20.2% | +1.7% | +2.9% |
| 3Y | +281.8% | +68.2% | +213.6% | +135.0% |
| 5Y | +436.7% | +54.8% | +381.9% | +258.5% |
| 10Y | +151.5% | +142.4% | +9.1% | +16.9% |
| All | +201.7% | +392.1% | -190.4% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling