+115.3%
GLD vs IEFA
+203.5%
-88.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -5.5% | +1.3% | -6.8% | -5.7% |
| 30D | -7.0% | +0.1% | -7.1% | -7.0% |
| 3M | -12.4% | -4.2% | -8.1% | -11.7% |
| 6M | -18.0% | +1.9% | -19.9% | -18.2% |
| YTD | -10.5% | +9.9% | -20.4% | -11.5% |
| 1Y | -8.1% | +11.5% | -19.6% | -9.3% |
| 3Y | +97.7% | +66.0% | +31.7% | +86.3% |
| 5Y | +103.4% | +47.5% | +56.0% | +91.8% |
| 10Y | +203.1% | +146.5% | +56.6% | +179.6% |
| All | +115.3% | +203.5% | -88.2% | +83.7% |
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