+144.2%
IEFA vs GD
+189.7%
-45.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +1.2% | -3.5% | +4.6% | +2.6% |
| 30D | -0.6% | -9.0% | +8.5% | +3.1% |
| 3M | +6.2% | +5.1% | +1.1% | +3.8% |
| 6M | +11.2% | -1.0% | +12.2% | +11.0% |
| YTD | +14.2% | +7.3% | +6.9% | +9.9% |
| 1Y | +20.0% | +12.4% | +7.6% | +13.2% |
| 3Y | +68.8% | +73.7% | -4.9% | +30.1% |
| 5Y | +52.7% | +93.8% | -41.1% | +10.4% |
| 10Y | +144.2% | +190.6% | -46.4% | +43.1% |
| All | +144.2% | +189.7% | -45.5% | +43.1% |
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