-35.2%
EFX vs GPC
+29.0%
-64.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.9% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -5.7% | -0.4% | -5.3% | -5.6% |
| 3M | +2.5% | +39.2% | -36.7% | -10.3% |
| 6M | -16.7% | +18.2% | -34.9% | -22.3% |
| YTD | -20.2% | +12.1% | -32.3% | -25.1% |
| 1Y | -31.4% | -0.7% | -30.7% | -32.3% |
| 3Y | -10.5% | -1.7% | -8.8% | -15.3% |
| 5Y | -35.2% | +29.3% | -64.5% | -47.5% |
| All | -35.2% | +29.0% | -64.3% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling