+46.4%
GH vs EFV
+93.2%
-46.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.5% |
| 7D | +0.6% | +2.5% | -2.0% | -2.6% |
| 30D | -6.9% | +2.9% | -9.8% | -10.4% |
| 3M | -4.9% | -1.4% | -3.5% | -3.5% |
| 6M | +54.1% | +5.5% | +48.5% | +43.1% |
| YTD | +48.5% | +16.1% | +32.5% | +20.2% |
| 1Y | +61.2% | +20.3% | +40.9% | +23.9% |
| 3Y | +570.3% | +90.4% | +479.9% | +159.2% |
| All | +46.4% | +93.2% | -46.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling