+97.2%
GD vs EFV
+96.9%
+0.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.3% | +1.5% | -6.7% | -6.0% |
| 30D | -6.4% | +1.7% | -8.2% | -7.3% |
| 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% | -1.7% |
| 1Y | +13.4% | +30.2% | -16.8% | -1.6% |
| 3Y | +68.5% | +91.6% | -23.1% | +20.1% |
| All | +97.2% | +96.9% | +0.3% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling