+140.0%
GLD vs IEFA
+51.0%
+89.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +0.2% | -1.1% | +1.3% | +0.6% |
| 3M | +3.2% | +5.1% | -1.9% | +1.5% |
| 6M | -14.6% | +9.3% | -24.0% | -17.0% |
| YTD | +1.8% | +13.0% | -11.2% | -1.9% |
| 1Y | +20.7% | +19.2% | +1.6% | +14.8% |
| 3Y | +126.5% | +67.0% | +59.5% | +98.2% |
| 5Y | +140.0% | +51.1% | +88.9% | +102.2% |
| All | +140.0% | +51.0% | +89.1% | +102.2% |
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