+212.6%
IEFA vs GFI
+474.9%
-262.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.6% | -4.9% | +3.3% | -1.3% |
| 30D | -1.5% | +10.7% | -12.2% | -2.1% |
| 3M | +3.4% | +25.6% | -22.2% | +1.9% |
| 6M | +9.5% | -8.3% | +17.7% | +9.5% |
| YTD | +13.0% | +6.3% | +6.7% | +12.1% |
| 1Y | +18.0% | +22.1% | -4.1% | +15.9% |
| 3Y | +65.4% | +289.2% | -223.8% | +52.6% |
| 5Y | +51.6% | +531.7% | -480.1% | +36.1% |
| 10Y | +146.7% | +1,043.8% | -897.1% | +116.7% |
| All | +212.6% | +474.9% | -262.3% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling