+19,851.2%
GD vs EFX
+6,408.3%
+13,443.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.1% |
| 7D | -5.3% | -8.6% | +3.4% | -3.1% |
| 30D | -6.4% | +0.1% | -6.5% | -6.6% |
| 3M | +5.7% | +3.8% | +1.9% | +4.0% |
| 6M | -0.9% | -13.5% | +12.6% | +1.7% |
| YTD | +8.2% | -17.7% | +25.8% | +11.9% |
| 1Y | +13.4% | -25.6% | +39.0% | +20.1% |
| 3Y | +68.5% | -12.1% | +80.6% | +66.6% |
| 5Y | +97.2% | -33.8% | +131.0% | +105.0% |
| 10Y | +190.2% | +45.1% | +145.0% | +136.8% |
| All | +19,851.2% | +6,408.3% | +13,443.0% | +8,485.5% |
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 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