+101.8%
IEFA vs GH
+486.6%
-384.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -1.1% | -2.6% | +1.5% | -0.9% |
| 3M | +5.1% | +25.1% | -20.0% | +2.5% |
| 6M | +9.3% | +78.5% | -69.2% | +2.7% |
| YTD | +13.0% | +59.4% | -46.4% | +7.1% |
| 1Y | +19.2% | +173.9% | -154.7% | +6.6% |
| 3Y | +67.0% | +382.7% | -315.8% | +36.3% |
| 5Y | +51.1% | +24.4% | +26.7% | +33.9% |
| All | +101.8% | +486.6% | -384.8% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling