+138.9%
GLD vs EFA
+54.2%
+84.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.7% | +1.2% | -0.4% | +0.3% |
| 30D | +0.3% | -0.7% | +1.0% | +0.6% |
| 3M | +0.6% | +6.4% | -5.8% | -1.5% |
| 6M | -15.6% | +11.4% | -27.0% | -18.4% |
| YTD | +0.9% | +14.0% | -13.1% | -3.0% |
| 1Y | +19.4% | +20.2% | -0.8% | +13.2% |
| 3Y | +124.5% | +68.2% | +56.3% | +96.2% |
| 5Y | +138.9% | +54.8% | +84.1% | +101.1% |
| All | +138.9% | +54.2% | +84.7% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling