+244.9%
GS vs EFA
+68.9%
+176.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.1% |
| 6M | +20.9% | +8.6% | +12.3% | +10.9% |
| YTD | +19.9% | +14.6% | +5.3% | +3.4% |
| 1Y | +41.4% | +22.6% | +18.8% | +13.2% |
| All | +244.9% | +68.9% | +176.0% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling