+6,459.5%
EFX vs GEN
+8,838.9%
-2,379.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -6.1% |
| 7D | -8.6% | -1.2% | -7.4% | -8.5% |
| 30D | +0.1% | +10.1% | -10.0% | -1.3% |
| 3M | +3.8% | +16.1% | -12.2% | +1.7% |
| 6M | -13.5% | +38.9% | -52.4% | -17.6% |
| YTD | -17.7% | +14.4% | -32.1% | -19.3% |
| 1Y | -25.6% | +5.9% | -31.4% | -26.2% |
| 3Y | -12.1% | +58.8% | -70.9% | -17.7% |
| 5Y | -33.8% | +24.7% | -58.5% | -36.4% |
| 10Y | +45.1% | +163.1% | -117.9% | +23.4% |
| All | +6,459.5% | +8,838.9% | -2,379.4% | +3,101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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