-6.7%
EFX vs GTLB
+6.1%
-12.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.2% | -9.7% | +18.9% | +11.8% |
| 30D | +34.8% | +1.7% | +33.1% | +33.7% |
| 3M | +8.8% | +43.6% | -34.7% | -1.6% |
| 6M | +12.3% | +113.0% | -100.7% | -8.1% |
| YTD | -10.6% | +39.5% | -50.2% | -21.4% |
| 1Y | -6.7% | +12.6% | -19.4% | -18.1% |
| All | -6.7% | +6.1% | -12.8% | -18.1% |
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