+890.2%
GD vs EFV
+258.8%
+631.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.3% | +1.5% | -6.7% | -6.2% |
| 30D | -6.4% | +1.7% | -8.2% | -7.5% |
| 3M | +5.7% | +8.6% | -2.9% | +0.1% |
| 6M | -0.9% | +11.7% | -12.6% | -8.2% |
| YTD | +8.2% | +19.3% | -11.1% | -4.1% |
| 1Y | +13.4% | +30.2% | -16.8% | -5.0% |
| 3Y | +68.5% | +91.6% | -23.1% | +8.9% |
| 5Y | +97.2% | +96.4% | +0.8% | +23.6% |
| 10Y | +190.2% | +166.5% | +23.7% | +49.4% |
| All | +890.2% | +258.8% | +631.4% | +332.3% |
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 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