+880.2%
GD vs EFV
+240.5%
+639.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.3% |
| 7D | -5.0% | -0.7% | -4.3% | -4.7% |
| 30D | +8.9% | +0.9% | +8.0% | +8.2% |
| 3M | -8.0% | -3.6% | -4.5% | -6.1% |
| 6M | +2.9% | +2.5% | +0.4% | +0.9% |
| YTD | +7.1% | +13.2% | -6.1% | -2.0% |
| 1Y | +5.9% | +20.3% | -14.4% | -6.8% |
| 3Y | +53.9% | +84.9% | -31.1% | +1.7% |
| 5Y | +95.4% | +87.7% | +7.7% | +26.0% |
| 10Y | +193.5% | +160.7% | +32.8% | +53.2% |
| All | +880.2% | +240.5% | +639.7% | +341.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling