-12.1%
GFS vs EFV
+93.1%
-105.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | -5.3% | +2.1% | -7.4% | -8.0% |
| 30D | -15.8% | +3.1% | -18.9% | -19.1% |
| 3M | -18.6% | -1.3% | -17.3% | -17.5% |
| 6M | -45.0% | +6.0% | -51.0% | -48.7% |
| YTD | +16.8% | +15.8% | +0.9% | -2.6% |
| 1Y | +17.8% | +21.1% | -3.3% | -7.1% |
| 3Y | -21.5% | +91.0% | -112.5% | -64.6% |
| 5Y | -29.3% | +94.3% | -123.6% | -67.7% |
| All | -12.1% | +93.1% | -105.2% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling