+1,430.3%
GS vs EFA
+365.3%
+1,065.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.5% |
| 7D | -3.2% | -1.4% | -1.8% | -1.5% |
| 30D | -2.4% | -1.2% | -1.2% | -0.9% |
| 3M | -15.7% | -5.1% | -10.6% | -10.5% |
| 6M | -6.8% | -1.2% | -5.5% | -4.8% |
| YTD | -0.1% | +7.8% | -7.8% | -7.4% |
| 1Y | +12.1% | +12.2% | -0.1% | -0.4% |
| 3Y | +185.8% | +61.5% | +124.3% | +71.1% |
| 5Y | +140.1% | +45.8% | +94.3% | +60.5% |
| 10Y | +505.2% | +141.8% | +363.4% | +144.1% |
| All | +1,430.3% | +365.3% | +1,065.0% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling