+199.4%
GE vs EFA
+375.7%
-176.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +2.7% | +2.2% | +0.4% | +0.6% |
| 30D | +8.1% | +1.4% | +6.7% | +6.8% |
| 3M | -7.9% | -4.2% | -3.7% | -4.0% |
| 6M | +12.9% | +1.9% | +11.0% | +11.0% |
| YTD | +8.2% | +10.2% | -2.0% | -0.8% |
| 1Y | +9.7% | +12.8% | -3.1% | -1.6% |
| 3Y | +266.1% | +65.2% | +200.9% | +129.3% |
| 5Y | +407.4% | +49.8% | +357.5% | +249.9% |
| 10Y | +150.3% | +145.2% | +5.2% | +15.7% |
| All | +199.4% | +375.7% | -176.3% | -29.2% |
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