+56.9%
IEFA vs GTLB
-50.0%
+106.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.2% |
| 7D | +1.2% | +4.6% | -3.4% | +0.8% |
| 30D | -0.6% | +21.0% | -21.6% | -2.2% |
| 3M | +6.2% | +51.7% | -45.5% | +2.5% |
| 6M | +11.2% | +89.3% | -78.1% | +4.9% |
| YTD | +14.2% | +25.6% | -11.5% | +11.1% |
| 1Y | +20.0% | -1.5% | +21.6% | +18.9% |
| 3Y | +68.8% | -9.9% | +78.7% | +64.1% |
| All | +56.9% | -50.0% | +106.9% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling