+79.7%
EFX vs GPC
+74.9%
+4.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +25.1% | -6.3% | +31.4% | +28.2% |
| 3M | +1.7% | -8.2% | +9.8% | +5.0% |
| 6M | +18.4% | +27.1% | -8.7% | +6.6% |
| YTD | -12.5% | +3.1% | -15.6% | -15.1% |
| 1Y | -8.1% | +0.1% | -8.1% | -9.7% |
| 3Y | +4.8% | +0.2% | +4.6% | -0.9% |
| 5Y | -30.1% | +4.9% | -35.0% | -35.4% |
| All | +79.7% | +74.9% | +4.8% | +30.0% |
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