+19,778.3%
GD vs EFX
+7,025.4%
+12,752.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.6% |
| 7D | -3.9% | +8.1% | -12.0% | -5.9% |
| 30D | +8.1% | +36.0% | -28.0% | -0.5% |
| 3M | -6.8% | +9.6% | -16.4% | -9.5% |
| 6M | +3.0% | +14.7% | -11.7% | -1.9% |
| YTD | +7.8% | -9.9% | +17.6% | +8.4% |
| 1Y | +5.8% | -5.4% | +11.2% | +5.1% |
| 3Y | +55.3% | +9.3% | +46.0% | +44.8% |
| 5Y | +96.7% | -29.1% | +125.8% | +100.5% |
| 10Y | +195.4% | +72.5% | +122.9% | +129.7% |
| All | +19,778.3% | +7,025.4% | +12,752.8% | +8,220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling