+1,221.8%
GS vs EFV
+258.8%
+963.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.9% | +1.5% | -0.6% | -0.6% |
| 30D | -1.6% | +1.7% | -3.3% | -3.4% |
| 3M | -4.5% | +8.6% | -13.1% | -12.4% |
| 6M | +20.9% | +11.7% | +9.2% | +7.6% |
| YTD | +19.9% | +19.3% | +0.6% | -0.8% |
| 1Y | +41.4% | +30.2% | +11.2% | +6.4% |
| 3Y | +239.2% | +91.6% | +147.6% | +67.9% |
| 5Y | +185.0% | +96.4% | +88.7% | +37.5% |
| 10Y | +655.0% | +166.5% | +488.5% | +171.0% |
| All | +1,221.8% | +258.8% | +963.0% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling