+7.7%
GEHC vs EFX
-13.0%
+20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.9% | -11.1% | +3.3% | -3.7% |
| 30D | -11.7% | -7.4% | -4.3% | -9.3% |
| 3M | +0.8% | +1.5% | -0.7% | -0.3% |
| 6M | -11.6% | -13.7% | +2.1% | -7.4% |
| YTD | -21.6% | -21.9% | +0.3% | -15.2% |
| 1Y | -15.3% | -30.8% | +15.5% | -4.3% |
| 3Y | -0.5% | -12.4% | +11.9% | -0.4% |
| All | +7.7% | -13.0% | +20.7% | +2.1% |
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