+17.5%
GFS vs EFX
-8.6%
+26.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.7% |
| 7D | -3.1% | -2.2% | -1.0% | -3.6% |
| 30D | -16.0% | +29.2% | -45.2% | -9.7% |
| 3M | -24.7% | +3.5% | -28.2% | -23.6% |
| 6M | -45.1% | +7.8% | -52.9% | -42.2% |
| YTD | +16.5% | -12.4% | +28.9% | +21.2% |
| All | +17.5% | -8.6% | +26.1% | +20.5% |
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