+2,883.5%
GE vs EFX
+6,408.3%
-3,524.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +3.4% |
| 7D | -1.6% | -8.6% | +7.0% | +1.5% |
| 30D | -11.6% | +0.1% | -11.7% | -12.0% |
| 3M | +3.0% | +3.8% | -0.8% | +0.2% |
| 6M | -0.5% | -13.5% | +13.0% | +2.9% |
| YTD | +9.7% | -17.7% | +27.4% | +14.5% |
| 1Y | +20.0% | -25.6% | +45.6% | +29.1% |
| 3Y | +275.8% | -12.1% | +287.9% | +268.5% |
| 5Y | +429.1% | -33.8% | +462.9% | +462.9% |
| 10Y | +151.2% | +45.1% | +106.0% | +91.7% |
| All | +2,883.5% | +6,408.3% | -3,524.7% | +759.6% |
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 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