+53.9%
GD vs EFV
+84.2%
-30.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -5.0% | -0.7% | -4.3% | -4.7% |
| 30D | +8.9% | +0.9% | +8.0% | +8.4% |
| 3M | -8.0% | -3.6% | -4.5% | -6.5% |
| 6M | +2.9% | +2.5% | +0.4% | +1.2% |
| YTD | +7.1% | +13.2% | -6.1% | -1.1% |
| 1Y | +5.9% | +20.3% | -14.4% | -5.6% |
| 3Y | +53.9% | +84.9% | -31.1% | +11.3% |
| All | +53.9% | +84.2% | -30.4% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling