-29.4%
EFX vs GTLB
-47.1%
+17.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.4% | -6.6% |
| 7D | -8.6% | +11.1% | -19.7% | -10.4% |
| 30D | +0.1% | +37.8% | -37.7% | -5.6% |
| 3M | +3.8% | +61.6% | -57.7% | -4.9% |
| 6M | -13.5% | +98.9% | -112.4% | -24.1% |
| YTD | -17.7% | +32.8% | -50.4% | -23.0% |
| 1Y | -25.6% | +14.7% | -40.2% | -29.3% |
| 3Y | -12.1% | +1.3% | -13.4% | -18.3% |
| All | -29.4% | -47.1% | +17.7% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling