+916.7%
GD vs EFV
+248.4%
+668.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | -1.0% | +1.6% | +1.3% |
| 30D | +9.5% | +3.1% | +6.4% | +7.2% |
| 3M | -5.8% | -1.2% | -4.6% | -5.3% |
| 6M | +7.7% | +5.6% | +2.1% | +3.7% |
| YTD | +11.1% | +15.8% | -4.8% | +0.2% |
| 1Y | +6.1% | +20.0% | -13.9% | -6.5% |
| 3Y | +59.8% | +91.0% | -31.1% | +3.4% |
| 5Y | +104.6% | +93.7% | +11.0% | +29.3% |
| 10Y | +170.5% | +160.9% | +9.6% | +41.0% |
| All | +916.7% | +248.4% | +668.3% | +351.6% |
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