+1,735.7%
GS vs EFA
+394.8%
+1,340.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | -4.5% | +4.9% | -9.4% | -9.0% |
| 6M | +20.9% | +8.6% | +12.3% | +11.0% |
| YTD | +19.9% | +14.6% | +5.3% | +3.6% |
| 1Y | +41.4% | +22.6% | +18.8% | +13.6% |
| 3Y | +239.2% | +66.5% | +172.6% | +96.0% |
| 5Y | +185.0% | +54.5% | +130.5% | +78.4% |
| 10Y | +655.0% | +144.8% | +510.2% | +199.2% |
| All | +1,735.7% | +394.8% | +1,340.9% | +253.1% |
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 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