+50.4%
IEFA vs GH
+20.8%
+29.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.3% |
| 30D | -1.5% | -4.7% | +3.2% | -1.1% |
| 3M | +3.4% | +20.2% | -16.8% | +1.4% |
| 6M | +9.5% | +78.8% | -69.3% | +3.0% |
| YTD | +13.0% | +54.1% | -41.0% | +7.6% |
| 1Y | +18.0% | +177.1% | -159.1% | +5.7% |
| 3Y | +65.4% | +371.6% | -306.3% | +35.9% |
| All | +50.4% | +20.8% | +29.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling