+211.8%
GLD vs EFA
+145.9%
+66.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -4.4% | +1.6% | -6.0% | -4.8% |
| 3M | -8.9% | -3.2% | -5.8% | -8.2% |
| 6M | -16.0% | +2.5% | -18.5% | -16.4% |
| YTD | -7.9% | +10.7% | -18.6% | -9.6% |
| 1Y | -3.9% | +12.8% | -16.6% | -6.0% |
| 3Y | +103.4% | +66.4% | +37.0% | +86.7% |
| 5Y | +109.7% | +51.4% | +58.4% | +92.7% |
| 10Y | +211.8% | +146.3% | +65.5% | +164.3% |
| All | +211.8% | +145.9% | +66.0% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling