+10.7%
GS vs EFA
+11.1%
-0.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.6% |
| 7D | -3.2% | -1.4% | -1.8% | -1.2% |
| 30D | -2.4% | -1.2% | -1.2% | -0.6% |
| 3M | -15.7% | -5.1% | -10.6% | -9.8% |
| 6M | -6.8% | -1.2% | -5.5% | -4.5% |
| YTD | -0.1% | +7.8% | -7.8% | -9.2% |
| All | +10.7% | +11.1% | -0.3% | -2.7% |
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