+50.4%
IEFA vs GFI
+538.3%
-487.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | -1.5% | +13.2% | -14.7% | -2.9% |
| 3M | +3.4% | +28.5% | -25.1% | +0.3% |
| 6M | +9.5% | -6.2% | +15.7% | +9.2% |
| YTD | +13.0% | +8.7% | +4.3% | +10.8% |
| 1Y | +18.0% | +24.8% | -6.8% | +13.6% |
| 3Y | +65.4% | +298.0% | -232.7% | +39.1% |
| All | +50.4% | +538.3% | -487.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling