+17.0%
IEFA vs GH
+80.5%
-63.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +2.8% |
| 7D | +1.9% | -7.7% | +9.6% | +2.5% |
| 30D | +1.4% | -10.0% | +11.4% | +2.1% |
| 3M | -1.4% | +5.5% | -6.9% | -2.1% |
| 6M | +6.3% | +84.9% | -78.6% | -0.5% |
| YTD | +11.9% | +65.0% | -53.2% | +4.9% |
| 1Y | +17.0% | +71.8% | -54.8% | +9.3% |
| All | +17.0% | +80.5% | -63.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling