+37.3%
GEHC vs EFX
-3.3%
+40.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -2.3% | -3.6% | +1.4% | -0.9% |
| 30D | +19.0% | +25.3% | -6.3% | +9.2% |
| 3M | +13.3% | +3.8% | +9.5% | +11.1% |
| 6M | +31.5% | +12.7% | +18.8% | +24.4% |
| YTD | 0.0% | -13.1% | +13.1% | +3.5% |
| 1Y | +9.4% | -9.3% | +18.7% | +11.2% |
| 3Y | +18.3% | +3.5% | +14.8% | +11.0% |
| All | +37.3% | -3.3% | +40.5% | +24.6% |
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 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