+50.4%
IEFA vs GME
-56.3%
+106.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.9% |
| 7D | -1.6% | +10.4% | -11.9% | -2.0% |
| 30D | -1.5% | +14.1% | -15.6% | -2.0% |
| 3M | +3.4% | -4.6% | +8.1% | +3.5% |
| 6M | +9.5% | -13.5% | +23.0% | +10.0% |
| YTD | +13.0% | +5.3% | +7.7% | +12.6% |
| 1Y | +18.0% | -14.9% | +32.9% | +18.5% |
| 3Y | +65.4% | +24.3% | +41.1% | +53.2% |
| All | +50.4% | -56.3% | +106.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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