+112.1%
GLD vs IEFA
+48.7%
+63.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.5% |
| 7D | +2.8% | +1.1% | +1.7% | +2.3% |
| 30D | -4.0% | +0.7% | -4.6% | -4.2% |
| 3M | -8.2% | -3.4% | -4.9% | -7.0% |
| 6M | -14.8% | +1.5% | -16.3% | -15.2% |
| YTD | -6.8% | +10.4% | -17.2% | -9.4% |
| 1Y | -2.4% | +13.4% | -15.8% | -5.8% |
| 3Y | +105.8% | +66.7% | +39.1% | +80.2% |
| All | +112.1% | +48.7% | +63.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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