+642.6%
GS vs EFV
+163.3%
+479.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.6% |
| 7D | +3.4% | +1.0% | +2.4% | +2.2% |
| 30D | +0.2% | +0.2% | 0.0% | 0.0% |
| 3M | -0.3% | +9.6% | -9.9% | -10.3% |
| 6M | +27.4% | +14.0% | +13.3% | +9.6% |
| YTD | +19.6% | +18.5% | +1.2% | -1.8% |
| 1Y | +42.5% | +27.9% | +14.6% | +6.9% |
| 3Y | +240.4% | +92.4% | +148.0% | +57.3% |
| 5Y | +188.9% | +97.2% | +91.7% | +29.5% |
| 10Y | +642.6% | +163.0% | +479.5% | +143.7% |
| All | +642.6% | +163.3% | +479.2% | +143.7% |
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