+70.8%
GD vs EFV
+91.7%
-20.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.3% | +1.5% | -6.7% | -5.9% |
| 30D | -6.4% | +1.7% | -8.2% | -7.2% |
| 3M | +5.7% | +8.6% | -2.9% | +1.3% |
| 6M | -0.9% | +11.7% | -12.6% | -6.6% |
| YTD | +8.2% | +19.3% | -11.1% | -2.1% |
| 1Y | +13.4% | +30.2% | -16.8% | -2.2% |
| All | +70.8% | +91.7% | -20.9% | +24.9% |
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