+262.7%
GE vs EFX
-12.7%
+275.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.4% |
| 7D | -1.2% | -9.4% | +8.1% | +0.6% |
| 30D | -11.3% | -6.9% | -4.4% | -10.2% |
| 3M | -1.4% | +0.1% | -1.5% | -2.4% |
| 6M | +1.2% | -17.3% | +18.5% | +4.7% |
| YTD | +5.9% | -21.8% | +27.8% | +10.7% |
| 1Y | +18.4% | -32.5% | +50.9% | +28.5% |
| All | +262.7% | -12.7% | +275.4% | +282.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling