-25.6%
EFX vs GTLB
+14.4%
-40.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.4% | -6.6% |
| 7D | -8.6% | +11.1% | -19.7% | -10.8% |
| 30D | +0.1% | +37.8% | -37.7% | -7.0% |
| 3M | +3.8% | +61.6% | -57.7% | -7.0% |
| 6M | -13.5% | +98.9% | -112.4% | -26.1% |
| YTD | -17.7% | +32.8% | -50.4% | -26.6% |
| 1Y | -25.6% | +14.7% | -40.2% | -32.8% |
| All | -25.6% | +14.4% | -40.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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