+102.3%
GLD vs EFA
+67.1%
+35.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.0% | -1.0% | -1.0% | -1.5% |
| 30D | -4.4% | +1.6% | -6.0% | -5.3% |
| 3M | -8.9% | -3.2% | -5.8% | -7.3% |
| 6M | -16.0% | +2.5% | -18.5% | -16.9% |
| YTD | -7.9% | +10.7% | -18.6% | -11.7% |
| 1Y | -3.9% | +12.8% | -16.6% | -8.5% |
| All | +102.3% | +67.1% | +35.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling