+6,459.5%
EFX vs GPC
+2,341.8%
+4,117.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.9% |
| 7D | -8.6% | +1.2% | -9.8% | -9.2% |
| 30D | +0.1% | +6.0% | -5.9% | -2.6% |
| 3M | +3.8% | +42.6% | -38.8% | -12.5% |
| 6M | -13.5% | +22.8% | -36.3% | -21.9% |
| YTD | -17.7% | +15.5% | -33.1% | -24.4% |
| 1Y | -25.6% | +2.0% | -27.6% | -27.6% |
| 3Y | -12.1% | -1.4% | -10.7% | -16.8% |
| 5Y | -33.8% | +30.6% | -64.4% | -45.6% |
| 10Y | +45.1% | +80.6% | -35.5% | -4.9% |
| All | +6,459.5% | +2,341.8% | +4,117.7% | +1,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling