+37.1%
GFS vs EFV
+28.1%
+9.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.7% |
| 7D | +2.6% | +1.0% | +1.7% | +1.2% |
| 30D | -16.4% | +0.2% | -16.6% | -16.5% |
| 3M | -41.6% | +9.6% | -51.2% | -48.4% |
| 6M | -3.7% | +14.0% | -17.7% | -18.8% |
| YTD | +29.3% | +18.5% | +10.9% | +2.6% |
| 1Y | +37.1% | +27.9% | +9.2% | -6.6% |
| All | +37.1% | +28.1% | +9.0% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling