+105.9%
GILD vs IEFA
+65.7%
+40.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | -4.8% | -1.6% | -3.3% | -4.2% |
| 30D | +5.8% | -1.5% | +7.3% | +6.4% |
| 3M | +14.9% | +3.4% | +11.5% | +13.2% |
| 6M | -0.4% | +9.5% | -9.8% | -4.4% |
| YTD | +18.5% | +13.0% | +5.5% | +12.2% |
| 1Y | +25.1% | +18.0% | +7.1% | +16.2% |
| 3Y | +105.9% | +65.4% | +40.5% | +64.1% |
| All | +105.9% | +65.7% | +40.2% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling