-12.5%
EFX vs GFI
+287.6%
-300.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.6% |
| 7D | -4.5% | -4.9% | +0.3% | -4.4% |
| 30D | -6.1% | +10.7% | -16.8% | -6.5% |
| 3M | +6.2% | +25.6% | -19.4% | +5.3% |
| 6M | -11.2% | -8.3% | -3.0% | -11.2% |
| YTD | -21.4% | +6.3% | -27.7% | -22.0% |
| 1Y | -34.3% | +22.1% | -56.4% | -35.4% |
| 3Y | -12.5% | +289.2% | -301.7% | -24.1% |
| All | -12.5% | +287.6% | -300.2% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling