+65.4%
IEFA vs GFS
-19.7%
+85.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.7% |
| 7D | -1.6% | +3.8% | -5.4% | -2.1% |
| 30D | -1.5% | -11.7% | +10.2% | +0.1% |
| 3M | +3.4% | -41.8% | +45.2% | +10.8% |
| 6M | +9.5% | +6.6% | +2.8% | +6.2% |
| YTD | +13.0% | +34.6% | -21.6% | +5.2% |
| 1Y | +18.0% | +46.2% | -28.1% | +8.0% |
| 3Y | +65.4% | -20.3% | +85.7% | +61.4% |
| All | +65.4% | -19.7% | +85.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling