+20.7%
GLD vs EFA
+19.4%
+1.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.5% |
| 30D | +0.2% | -1.3% | +1.5% | +1.4% |
| 3M | +3.2% | +5.2% | -2.0% | -1.0% |
| 6M | -14.6% | +9.4% | -24.0% | -20.2% |
| YTD | +1.8% | +12.7% | -10.9% | -6.5% |
| 1Y | +20.7% | +19.3% | +1.5% | +8.5% |
| All | +20.7% | +19.4% | +1.4% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling