-12.3%
GFS vs EFX
-26.7%
+14.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | -3.1% | -2.2% | -1.0% | -2.6% |
| 30D | -16.0% | +29.2% | -45.2% | -24.6% |
| 3M | -24.7% | +3.5% | -28.2% | -26.9% |
| 6M | -45.1% | +7.8% | -52.9% | -49.2% |
| YTD | +16.5% | -12.4% | +28.9% | +17.7% |
| 1Y | +19.3% | -8.2% | +27.6% | +17.2% |
| 3Y | -20.0% | +4.7% | -24.7% | -32.6% |
| 5Y | -32.0% | -32.0% | 0.0% | -23.5% |
| All | -12.3% | -26.7% | +14.4% | -4.8% |
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