+38.4%
GS vs EFA
+20.7%
+17.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +3.4% | +1.2% | +2.2% | +2.0% |
| 30D | +0.2% | -0.7% | +0.9% | +1.1% |
| 3M | -0.3% | +6.4% | -6.7% | -6.7% |
| 6M | +27.4% | +11.4% | +16.0% | +14.1% |
| YTD | +19.6% | +14.0% | +5.7% | +3.3% |
| All | +38.4% | +20.7% | +17.6% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling