+17.7%
GFS vs EFX
-7.5%
+25.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.3% | -5.2% |
| 7D | -12.5% | +9.2% | -21.7% | -10.1% |
| 30D | -16.9% | +34.8% | -51.7% | -9.7% |
| 3M | -22.3% | +8.8% | -31.1% | -20.2% |
| 6M | -40.2% | +12.3% | -52.5% | -36.8% |
| YTD | +16.0% | -10.6% | +26.6% | +21.5% |
| 1Y | +17.7% | -6.7% | +24.4% | +21.2% |
| All | +17.7% | -7.5% | +25.2% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling