+177.1%
GH vs EFV
+27.7%
+149.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.8% |
| 7D | -2.5% | -0.8% | -1.7% | -1.9% |
| 30D | -4.7% | +0.6% | -5.3% | -5.2% |
| 3M | +20.2% | +7.5% | +12.7% | +14.1% |
| 6M | +78.8% | +13.0% | +65.8% | +63.8% |
| YTD | +54.1% | +18.3% | +35.8% | +42.6% |
| 1Y | +177.1% | +26.7% | +150.3% | +152.4% |
| All | +177.1% | +27.7% | +149.4% | +152.4% |
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 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