-2.7%
GFS vs EFX
-33.2%
+30.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.9% |
| 7D | +2.6% | -7.8% | +10.5% | +5.8% |
| 30D | -16.4% | -5.7% | -10.7% | -14.9% |
| 3M | -41.6% | +2.5% | -44.1% | -44.1% |
| 6M | -3.7% | -16.7% | +13.0% | +1.4% |
| YTD | +29.3% | -20.2% | +49.5% | +37.0% |
| 1Y | +37.1% | -31.4% | +68.5% | +57.6% |
| 3Y | -22.1% | -10.5% | -11.6% | -28.4% |
| All | -2.7% | -33.2% | +30.5% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling