+19,650.5%
GD vs EFX
+6,869.2%
+12,781.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.1% |
| 7D | -5.0% | +2.7% | -7.7% | -5.7% |
| 30D | +8.9% | +33.1% | -24.2% | +0.9% |
| 3M | -8.0% | +8.2% | -16.2% | -10.4% |
| 6M | +2.9% | +10.2% | -7.3% | -0.9% |
| YTD | +7.1% | -11.8% | +18.9% | +8.3% |
| 1Y | +5.9% | -6.1% | +12.0% | +5.4% |
| 3Y | +53.9% | +7.5% | +46.4% | +44.0% |
| 5Y | +95.4% | -30.7% | +126.1% | +100.3% |
| 10Y | +193.5% | +68.7% | +124.8% | +129.6% |
| All | +19,650.5% | +6,869.2% | +12,781.3% | +8,213.1% |
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