-25.6%
EFX vs GFI
+45.3%
-70.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -6.3% |
| 7D | -8.6% | +3.1% | -11.8% | -8.7% |
| 30D | +0.1% | +27.1% | -27.0% | -0.3% |
| 3M | +3.8% | +21.2% | -17.3% | +3.7% |
| 6M | -13.5% | -4.5% | -9.0% | -13.8% |
| YTD | -17.7% | +11.7% | -29.4% | -17.6% |
| 1Y | -25.6% | +46.0% | -71.6% | -27.6% |
| All | -25.6% | +45.3% | -70.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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