+23.2%
GH vs EFV
+94.1%
-70.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.9% |
| 7D | -1.2% | -2.0% | +0.7% | +1.3% |
| 30D | -3.7% | -0.2% | -3.5% | -3.6% |
| 3M | +21.7% | +9.1% | +12.5% | +8.3% |
| 6M | +75.7% | +11.7% | +64.0% | +51.8% |
| YTD | +55.7% | +17.0% | +38.7% | +25.5% |
| 1Y | +181.1% | +26.7% | +154.4% | +102.5% |
| 3Y | +371.6% | +90.2% | +281.5% | +88.4% |
| 5Y | +23.2% | +96.1% | -72.9% | -55.2% |
| All | +23.2% | +94.1% | -70.9% | -55.2% |
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