+203.1%
GS vs EFV
+91.3%
+111.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | -0.1% | -1.0% | +0.9% | +1.1% |
| 30D | +3.7% | +3.1% | +0.6% | +0.4% |
| 3M | -10.0% | -1.2% | -8.7% | -8.5% |
| 6M | -1.0% | +5.6% | -6.6% | -6.1% |
| YTD | +7.0% | +15.8% | -8.8% | -8.1% |
| 1Y | +16.6% | +20.0% | -3.4% | -3.5% |
| All | +203.1% | +91.3% | +111.8% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling