+1,062.7%
GS vs EFV
+247.9%
+814.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +5.1% | +0.7% | +4.4% | +4.3% |
| 30D | +2.4% | +2.0% | +0.4% | +0.4% |
| 3M | -11.5% | -1.6% | -9.8% | -9.7% |
| 6M | -2.5% | +5.8% | -8.3% | -7.8% |
| YTD | +5.5% | +15.6% | -10.2% | -9.6% |
| 1Y | +11.0% | +19.0% | -7.9% | -7.7% |
| 3Y | +200.1% | +90.7% | +109.4% | +49.5% |
| 5Y | +154.7% | +92.8% | +61.9% | +25.5% |
| 10Y | +450.9% | +160.5% | +290.4% | +103.0% |
| All | +1,062.7% | +247.9% | +814.8% | +244.0% |
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