-7.3%
GFS vs EFX
-26.7%
+19.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +6.2% | -2.0% | +8.2% | +6.8% |
| 30D | -11.4% | +27.9% | -39.2% | -20.1% |
| 3M | -15.5% | +3.8% | -19.3% | -18.1% |
| 6M | -42.6% | +13.0% | -55.6% | -48.1% |
| YTD | +23.2% | -12.4% | +35.6% | +24.5% |
| 1Y | +23.6% | -10.4% | +34.0% | +23.1% |
| 3Y | -17.2% | +4.4% | -21.7% | -30.1% |
| 5Y | -23.4% | -28.9% | +5.4% | -16.9% |
| All | -7.3% | -26.7% | +19.4% | +0.7% |
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