+39.4%
GM vs IEFA
+17.0%
+22.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +2.1% |
| 7D | +12.1% | +1.9% | +10.2% | +10.0% |
| 30D | +15.2% | +1.4% | +13.8% | +13.6% |
| 3M | +4.9% | -1.4% | +6.3% | +6.3% |
| 6M | +22.6% | +6.3% | +16.3% | +15.0% |
| YTD | +14.4% | +11.9% | +2.5% | -0.1% |
| 1Y | +39.4% | +17.0% | +22.4% | +14.7% |
| All | +39.4% | +17.0% | +22.4% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling