+217.5%
IEFA vs GD
+643.0%
-425.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +0.6% | -5.3% | +5.8% | +2.8% |
| 30D | +1.0% | -6.4% | +7.5% | +3.8% |
| 3M | +4.7% | +5.7% | -1.0% | +1.9% |
| 6M | +8.6% | -0.9% | +9.5% | +8.4% |
| YTD | +14.8% | +8.2% | +6.7% | +10.0% |
| 1Y | +22.6% | +13.4% | +9.2% | +14.9% |
| 3Y | +67.0% | +68.5% | -1.5% | +29.2% |
| 5Y | +52.3% | +97.2% | -44.9% | +7.9% |
| 10Y | +147.3% | +190.2% | -42.9% | +37.2% |
| All | +217.5% | +643.0% | -425.5% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling