+644.0%
GS vs EFA
+143.2%
+500.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.9% | +0.6% | +0.4% | +0.3% |
| 30D | -1.6% | +0.9% | -2.4% | -2.5% |
| 3M | -4.5% | +4.9% | -9.4% | -9.5% |
| 6M | +20.9% | +8.6% | +12.3% | +9.9% |
| YTD | +19.9% | +14.6% | +5.3% | +2.0% |
| 1Y | +41.4% | +22.6% | +18.8% | +10.9% |
| 3Y | +239.2% | +66.5% | +172.6% | +83.6% |
| 5Y | +185.0% | +54.5% | +130.5% | +69.8% |
| All | +644.0% | +143.2% | +500.8% | +159.6% |
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