-9.8%
GFI vs EFV
+11.2%
-21.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.1% |
| 7D | -5.1% | -2.0% | -3.2% | -0.2% |
| 30D | +13.4% | -0.2% | +13.6% | +14.2% |
| 3M | +36.2% | +9.1% | +27.1% | +10.5% |
| 6M | -9.8% | +11.7% | -21.5% | -28.7% |
| All | -9.8% | +11.2% | -21.0% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling