-24.9%
GFS vs EFV
+84.2%
-109.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +8.0% |
| 7D | -7.8% | -0.7% | -7.2% | -7.3% |
| 30D | -19.7% | +0.9% | -20.5% | -20.8% |
| 3M | -23.1% | -3.6% | -19.6% | -19.5% |
| 6M | -46.4% | +2.5% | -48.9% | -48.0% |
| YTD | +11.0% | +13.2% | -2.2% | -5.3% |
| 1Y | +12.6% | +20.3% | -7.7% | -11.4% |
| 3Y | -24.9% | +84.9% | -109.9% | -65.9% |
| All | -24.9% | +84.2% | -109.2% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling