+478.5%
GS vs EFV
+165.2%
+313.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +1.9% | +1.5% |
| 7D | +0.8% | +1.7% | -0.9% | -1.1% |
| 30D | +1.2% | +3.4% | -2.2% | -2.6% |
| 3M | -12.4% | -1.7% | -10.7% | -10.4% |
| 6M | -2.3% | +6.4% | -8.7% | -8.7% |
| YTD | +4.6% | +16.3% | -11.7% | -12.1% |
| 1Y | +17.5% | +22.9% | -5.4% | -7.4% |
| 3Y | +202.0% | +92.8% | +109.2% | +39.2% |
| 5Y | +152.4% | +93.5% | +58.9% | +15.7% |
| 10Y | +478.5% | +162.1% | +316.4% | +98.2% |
| All | +478.5% | +165.2% | +313.4% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling