+417.9%
GE vs EFX
-36.4%
+454.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.3% |
| 7D | -1.2% | -9.4% | +8.1% | +1.4% |
| 30D | -11.3% | -6.9% | -4.4% | -9.8% |
| 3M | -1.4% | +0.1% | -1.5% | -2.7% |
| 6M | +1.2% | -17.3% | +18.5% | +5.7% |
| YTD | +5.9% | -21.8% | +27.8% | +11.9% |
| 1Y | +18.4% | -32.5% | +50.9% | +30.8% |
| 3Y | +271.0% | -12.3% | +283.3% | +259.9% |
| 5Y | +417.9% | -36.6% | +454.6% | +455.7% |
| All | +417.9% | -36.4% | +454.4% | +455.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling