+93.8%
GD vs EFX
-31.2%
+125.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.2% |
| 7D | -5.0% | +2.7% | -7.7% | -5.5% |
| 30D | +8.9% | +33.1% | -24.2% | +3.1% |
| 3M | -8.0% | +8.2% | -16.2% | -9.7% |
| 6M | +2.9% | +10.2% | -7.3% | +0.2% |
| YTD | +7.1% | -11.8% | +18.9% | +8.4% |
| 1Y | +5.9% | -6.1% | +12.0% | +5.8% |
| 3Y | +53.9% | +7.5% | +46.4% | +47.1% |
| All | +93.8% | -31.2% | +125.0% | +99.5% |
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