+146.7%
GLD vs IEFA
+217.0%
-70.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +4.4% | +1.0% | +3.4% | +4.2% |
| 3M | -1.1% | +4.7% | -5.8% | -1.8% |
| 6M | -13.8% | +8.6% | -22.4% | -14.9% |
| YTD | +2.6% | +14.8% | -12.2% | +0.6% |
| 1Y | +24.5% | +22.6% | +1.9% | +21.1% |
| 3Y | +125.8% | +67.0% | +58.8% | +111.8% |
| 5Y | +137.8% | +52.3% | +85.5% | +122.7% |
| 10Y | +221.4% | +147.3% | +74.0% | +194.0% |
| All | +146.7% | +217.0% | -70.3% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling