+213.1%
GLD vs EFA
+144.2%
+68.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.8% |
| 30D | -1.1% | -2.2% | +1.1% | -0.6% |
| 3M | +5.8% | +5.7% | +0.1% | +4.6% |
| 6M | -17.1% | +8.2% | -25.2% | -18.4% |
| YTD | 0.0% | +11.8% | -11.8% | -2.1% |
| 1Y | +18.2% | +18.3% | -0.1% | +14.6% |
| 3Y | +122.6% | +64.9% | +57.7% | +104.3% |
| 5Y | +137.1% | +52.4% | +84.7% | +117.5% |
| All | +213.1% | +144.2% | +68.9% | +168.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling