+316.2%
GE vs IEFA
+215.2%
+101.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +1.2% | +1.2% | 0.0% | -0.1% |
| 30D | -9.5% | -0.6% | -8.9% | -9.0% |
| 3M | +4.1% | +6.2% | -2.1% | -2.5% |
| 6M | +3.9% | +11.2% | -7.2% | -7.0% |
| YTD | +9.0% | +14.2% | -5.1% | -5.2% |
| 1Y | +21.9% | +20.0% | +1.9% | +0.5% |
| 3Y | +281.8% | +68.8% | +213.0% | +116.9% |
| 5Y | +436.7% | +52.7% | +384.1% | +240.9% |
| 10Y | +151.5% | +144.2% | +7.3% | +3.0% |
| All | +316.2% | +215.2% | +101.0% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling