+148.2%
IEFA vs GD
+174.7%
-26.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +1.3% | +9.5% | -8.2% | -2.4% |
| 3M | -3.2% | -5.8% | +2.7% | -1.1% |
| 6M | +2.0% | +7.7% | -5.7% | -1.6% |
| YTD | +10.7% | +11.1% | -0.4% | +4.9% |
| 1Y | +13.0% | +6.1% | +6.9% | +9.1% |
| 3Y | +67.1% | +59.8% | +7.3% | +33.9% |
| 5Y | +49.4% | +104.6% | -55.2% | +5.3% |
| 10Y | +148.2% | +170.5% | -22.4% | +52.9% |
| All | +148.2% | +174.7% | -26.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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