+622.2%
GFI vs EFV
+252.1%
+370.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -5.1% | -2.0% | -3.2% | -3.8% |
| 30D | +13.4% | -0.2% | +13.6% | +13.7% |
| 3M | +36.2% | +9.1% | +27.1% | +28.9% |
| 6M | -9.8% | +11.7% | -21.5% | -15.2% |
| YTD | +7.7% | +17.0% | -9.4% | -1.5% |
| 1Y | +27.2% | +26.7% | +0.5% | +10.8% |
| 3Y | +300.3% | +90.2% | +210.1% | +169.7% |
| 5Y | +539.8% | +96.1% | +443.7% | +321.0% |
| 10Y | +1,058.5% | +164.5% | +894.0% | +501.5% |
| All | +622.2% | +252.1% | +370.1% | +122.0% |
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