-8.1%
EFX vs GPC
-0.7%
-7.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +25.1% | -6.3% | +31.4% | +27.8% |
| 3M | +1.7% | -8.2% | +9.8% | +4.6% |
| 6M | +18.4% | +27.1% | -8.7% | +10.2% |
| YTD | -12.5% | +3.1% | -15.6% | -20.0% |
| 1Y | -8.1% | +0.1% | -8.1% | -14.8% |
| All | -8.1% | -0.7% | -7.3% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling