+422.4%
GE vs IEFA
+48.7%
+373.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.5% |
| 7D | -2.8% | -2.4% | -0.4% | -0.3% |
| 30D | -11.9% | -2.1% | -9.8% | -10.0% |
| 3M | +1.8% | +5.5% | -3.7% | -3.7% |
| 6M | -0.6% | +8.1% | -8.7% | -7.9% |
| YTD | +5.5% | +11.9% | -6.4% | -5.6% |
| 1Y | +15.0% | +18.1% | -3.1% | -2.5% |
| 3Y | +269.5% | +65.5% | +204.1% | +120.7% |
| 5Y | +422.4% | +50.1% | +372.4% | +249.8% |
| All | +422.4% | +48.7% | +373.8% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 5y: compounded portfolio wealth divided by compounded IEFA 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…
5y analysis · Full analysis span regression · 6 months rolling