+15.0%
GE vs EFX
-32.9%
+47.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.8% | -11.1% | +8.3% | -2.2% |
| 30D | -11.9% | -7.4% | -4.5% | -11.7% |
| 3M | +1.8% | +1.5% | +0.3% | +1.0% |
| 6M | -0.6% | -13.7% | +13.1% | +0.2% |
| YTD | +5.5% | -21.9% | +27.4% | +6.8% |
| 1Y | +15.0% | -30.8% | +45.7% | +16.6% |
| All | +15.0% | -32.9% | +47.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling