+6.1%
GD vs EFV
+20.5%
-14.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +9.5% | +3.1% | +6.4% | +8.5% |
| 3M | -5.8% | -1.2% | -4.6% | -5.4% |
| 6M | +7.7% | +5.6% | +2.1% | +5.4% |
| YTD | +11.1% | +15.8% | -4.8% | -0.6% |
| 1Y | +6.1% | +20.0% | -13.9% | -7.3% |
| All | +6.1% | +20.5% | -14.5% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling