+7.6%
GD vs EFX
-7.6%
+15.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +2.7% | -0.8% | +3.4% | +2.7% |
| 30D | +8.6% | +25.1% | -16.5% | +5.5% |
| 3M | -7.1% | +1.7% | -8.7% | -7.5% |
| 6M | +7.5% | +18.4% | -10.9% | +4.6% |
| YTD | +9.9% | -12.5% | +22.4% | +11.1% |
| 1Y | +7.6% | -8.1% | +15.6% | +6.1% |
| All | +7.6% | -7.6% | +15.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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