+25.2%
GFS vs EFX
-10.6%
+35.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.8% |
| 7D | +17.2% | -3.6% | +20.9% | +15.9% |
| 30D | -8.7% | +25.3% | -34.0% | -2.6% |
| 3M | -19.7% | +3.8% | -23.5% | -18.5% |
| 6M | -40.7% | +12.7% | -53.4% | -37.8% |
| YTD | +22.5% | -13.1% | +35.7% | +26.8% |
| 1Y | +25.2% | -9.3% | +34.6% | +28.8% |
| All | +25.2% | -10.6% | +35.8% | +28.8% |
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 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