+376.6%
GH vs EFV
+88.2%
+288.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.0% |
| 7D | -1.2% | -2.0% | +0.7% | +1.1% |
| 30D | -3.7% | -0.2% | -3.5% | -3.6% |
| 3M | +21.7% | +9.1% | +12.5% | +9.6% |
| 6M | +75.7% | +11.7% | +64.0% | +54.1% |
| YTD | +55.7% | +17.0% | +38.7% | +28.0% |
| 1Y | +181.1% | +26.7% | +154.4% | +107.8% |
| All | +376.6% | +88.2% | +288.4% | +66.1% |
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 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