+164.9%
GD vs EFV
+162.4%
+2.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +1.9% | +0.7% | +1.2% | +1.3% |
| 30D | +9.2% | +2.0% | +7.2% | +7.5% |
| 3M | -7.5% | -1.6% | -5.8% | -6.6% |
| 6M | +5.8% | +5.8% | 0.0% | +1.2% |
| YTD | +9.8% | +15.6% | -5.8% | -2.3% |
| 1Y | +5.8% | +19.0% | -13.2% | -7.9% |
| 3Y | +58.0% | +90.7% | -32.6% | -4.8% |
| 5Y | +100.4% | +92.8% | +7.6% | +17.7% |
| All | +164.9% | +162.4% | +2.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling