+18.0%
IEFA vs GTLB
-4.2%
+22.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -1.6% | -5.7% | +4.1% | -1.5% |
| 30D | -1.5% | +15.1% | -16.6% | -1.6% |
| 3M | +3.4% | +65.5% | -62.0% | +2.9% |
| 6M | +9.5% | +102.9% | -93.4% | +8.5% |
| YTD | +13.0% | +25.2% | -12.2% | +13.9% |
| 1Y | +18.0% | -5.5% | +23.5% | +20.8% |
| All | +18.0% | -4.2% | +22.2% | +20.8% |
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