+486.7%
GS vs EFV
+157.1%
+329.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +1.3% |
| 7D | -3.2% | -0.7% | -2.6% | -2.4% |
| 30D | -2.4% | +0.9% | -3.3% | -3.3% |
| 3M | -15.7% | -3.6% | -12.2% | -11.9% |
| 6M | -6.8% | +2.5% | -9.3% | -9.0% |
| YTD | -0.1% | +13.2% | -13.3% | -13.3% |
| 1Y | +12.1% | +20.3% | -8.2% | -9.5% |
| 3Y | +185.8% | +84.9% | +100.9% | +38.3% |
| 5Y | +140.1% | +87.7% | +52.4% | +14.1% |
| All | +486.7% | +157.1% | +329.6% | +106.2% |
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