+627.7%
GEV vs EFX
-34.8%
+662.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | +3.2% | -9.4% | +12.5% | +3.5% |
| 30D | -4.0% | -6.9% | +2.9% | -3.8% |
| 3M | +3.4% | +0.1% | +3.3% | +2.7% |
| 6M | +14.7% | -17.3% | +32.0% | +17.6% |
| YTD | +45.8% | -21.8% | +67.6% | +50.9% |
| 1Y | +57.4% | -32.5% | +89.9% | +70.0% |
| All | +627.7% | -34.8% | +662.5% | +645.0% |
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