+240.0%
GM vs EFA
+196.0%
+44.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.8% |
| 7D | -1.1% | -2.4% | +1.3% | +1.6% |
| 30D | -3.4% | -2.2% | -1.2% | -1.0% |
| 3M | +8.7% | +5.7% | +3.0% | +2.1% |
| 6M | +15.4% | +8.2% | +7.2% | +5.6% |
| YTD | +6.6% | +11.8% | -5.2% | -6.0% |
| 1Y | +51.5% | +18.3% | +33.2% | +25.3% |
| 3Y | +169.3% | +64.9% | +104.4% | +52.5% |
| 5Y | +81.6% | +52.4% | +29.2% | +14.4% |
| 10Y | +240.7% | +142.4% | +98.3% | +39.8% |
| All | +240.0% | +196.0% | +44.0% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling