-33.0%
EFX vs GTLB
-49.8%
+16.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | -11.1% | -4.1% | -7.1% | -10.5% |
| 30D | -7.4% | +12.3% | -19.7% | -9.5% |
| 3M | +1.5% | +65.9% | -64.4% | -7.5% |
| 6M | -13.7% | +104.0% | -117.7% | -24.6% |
| YTD | -21.9% | +26.0% | -47.9% | -26.2% |
| 1Y | -30.8% | -3.5% | -27.3% | -32.2% |
| 3Y | -12.4% | -9.6% | -2.7% | -16.9% |
| All | -33.0% | -49.8% | +16.8% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling