+78.1%
EFX vs GPC
+85.0%
-6.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +29.1% | -1.8% | +30.9% | +29.8% |
| 3M | +4.3% | -6.6% | +10.9% | +7.0% |
| 6M | +7.7% | +21.3% | -13.6% | -1.0% |
| YTD | -12.5% | +4.3% | -16.7% | -15.5% |
| 1Y | -8.8% | +3.3% | -12.1% | -11.6% |
| 3Y | +4.3% | +0.8% | +3.6% | -1.6% |
| 5Y | -29.4% | +7.4% | -36.8% | -35.4% |
| 10Y | +78.1% | +79.2% | -1.1% | +27.8% |
| All | +78.1% | +85.0% | -6.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling