-1.7%
GEHC vs EFX
-12.7%
+11.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.6% |
| 7D | -7.6% | -9.4% | +1.7% | -4.3% |
| 30D | -10.7% | -6.9% | -3.8% | -8.4% |
| 3M | -1.2% | +0.1% | -1.3% | -1.8% |
| 6M | -13.7% | -17.3% | +3.6% | -8.2% |
| YTD | -20.4% | -21.8% | +1.4% | -14.0% |
| 1Y | -17.0% | -32.5% | +15.5% | -5.2% |
| All | -1.7% | -12.7% | +11.0% | -1.4% |
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