+388.8%
GH vs EFV
+121.7%
+267.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -2.1% |
| 7D | -2.5% | -0.8% | -1.7% | -1.7% |
| 30D | -4.7% | +0.6% | -5.3% | -5.4% |
| 3M | +20.2% | +7.5% | +12.7% | +11.5% |
| 6M | +78.8% | +13.0% | +65.8% | +57.7% |
| YTD | +54.1% | +18.3% | +35.8% | +29.3% |
| 1Y | +177.1% | +26.7% | +150.3% | +116.2% |
| 3Y | +371.6% | +89.6% | +282.0% | +145.4% |
| 5Y | +21.9% | +98.2% | -76.3% | -38.8% |
| All | +388.8% | +121.7% | +267.1% | +139.1% |
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