+642.6%
GS vs IEFA
+143.7%
+498.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.5% |
| 7D | +3.4% | +1.2% | +2.2% | +2.0% |
| 30D | +0.2% | -0.6% | +0.8% | +1.0% |
| 3M | -0.3% | +6.2% | -6.5% | -7.0% |
| 6M | +27.4% | +11.2% | +16.2% | +12.6% |
| YTD | +19.6% | +14.2% | +5.5% | +2.4% |
| 1Y | +42.5% | +20.0% | +22.5% | +14.9% |
| 3Y | +240.4% | +68.8% | +171.7% | +82.1% |
| 5Y | +188.9% | +52.7% | +136.3% | +75.4% |
| 10Y | +642.6% | +144.2% | +498.3% | +162.0% |
| All | +642.6% | +143.7% | +498.9% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling