+97.2%
GD vs EFX
-33.8%
+131.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.6% |
| 7D | -5.3% | -8.6% | +3.4% | -3.7% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | +5.7% | +3.8% | +1.9% | +4.5% |
| 6M | -0.9% | -13.5% | +12.6% | +1.1% |
| YTD | +8.2% | -17.7% | +25.8% | +11.1% |
| 1Y | +13.4% | -25.6% | +39.0% | +18.6% |
| 3Y | +68.5% | -12.1% | +80.6% | +68.1% |
| All | +97.2% | -33.8% | +131.0% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling