+11.0%
GS vs EFV
+19.3%
-8.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +5.1% | +0.7% | +4.4% | +4.2% |
| 30D | +2.4% | +2.0% | +0.4% | +0.2% |
| 3M | -11.5% | -1.6% | -9.8% | -9.5% |
| 6M | -2.5% | +5.8% | -8.3% | -7.7% |
| YTD | +5.5% | +15.6% | -10.2% | -10.5% |
| 1Y | +11.0% | +19.0% | -7.9% | -8.6% |
| All | +11.0% | +19.3% | -8.3% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling