+231.1%
GM vs EFA
+146.6%
+84.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.8% |
| 7D | -2.4% | -1.5% | -0.9% | -0.6% |
| 30D | -1.1% | -1.7% | +0.5% | +1.0% |
| 3M | +6.1% | +3.5% | +2.6% | +1.4% |
| 6M | +15.0% | +9.5% | +5.5% | +2.0% |
| YTD | +6.0% | +12.9% | -6.9% | -9.7% |
| 1Y | +47.1% | +18.2% | +28.9% | +17.8% |
| 3Y | +170.5% | +64.8% | +105.7% | +37.4% |
| 5Y | +80.5% | +53.9% | +26.6% | +2.4% |
| All | +231.1% | +146.6% | +84.5% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling