+59.9%
GD vs EFX
+4.3%
+55.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +10.9% | +29.1% | -18.2% | +5.9% |
| 3M | -6.8% | +4.3% | -11.0% | -7.7% |
| 6M | +7.0% | +7.7% | -0.7% | +4.9% |
| YTD | +11.1% | -12.5% | +23.6% | +12.8% |
| 1Y | +7.0% | -8.8% | +15.9% | +7.7% |
| 3Y | +59.9% | +4.3% | +55.6% | +61.0% |
| All | +59.9% | +4.3% | +55.6% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling