+627.7%
GEV vs EFA
+45.0%
+582.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -0.5% |
| 7D | +3.2% | -0.5% | +3.6% | +3.9% |
| 30D | -4.0% | -1.3% | -2.7% | -2.1% |
| 3M | +3.4% | +5.2% | -1.8% | -3.3% |
| 6M | +14.7% | +9.4% | +5.3% | +1.4% |
| YTD | +45.8% | +12.7% | +33.1% | +22.8% |
| 1Y | +57.4% | +19.3% | +38.1% | +22.5% |
| All | +627.7% | +45.0% | +582.7% | +320.6% |
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