+22.6%
IEFA vs GTLB
+14.4%
+8.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +0.6% | +11.1% | -10.5% | +0.5% |
| 30D | +1.0% | +37.8% | -36.8% | +0.6% |
| 3M | +4.7% | +61.6% | -56.9% | +4.1% |
| 6M | +8.6% | +98.9% | -90.3% | +7.6% |
| YTD | +14.8% | +32.8% | -17.9% | +15.6% |
| 1Y | +22.6% | +14.7% | +8.0% | +24.7% |
| All | +22.6% | +14.4% | +8.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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