+75.8%
GM vs EFV
+95.9%
-20.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.9% |
| 7D | -2.4% | -0.8% | -1.6% | -1.5% |
| 30D | -1.1% | +0.6% | -1.7% | -1.8% |
| 3M | +6.1% | +7.5% | -1.4% | -2.7% |
| 6M | +15.0% | +13.0% | +1.9% | -0.9% |
| YTD | +6.0% | +18.3% | -12.3% | -13.7% |
| 1Y | +47.1% | +26.7% | +20.4% | +10.1% |
| 3Y | +170.5% | +89.6% | +80.9% | +19.1% |
| All | +75.8% | +95.9% | -20.1% | -25.2% |
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