-20.1%
GFS vs EFX
+4.8%
-25.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | +7.4% | -0.8% | +8.2% | +7.5% |
| 30D | -15.3% | +25.1% | -40.4% | -19.0% |
| 3M | -21.1% | +1.7% | -22.8% | -21.7% |
| 6M | -44.5% | +18.4% | -62.8% | -48.1% |
| YTD | +19.2% | -12.5% | +31.7% | +23.5% |
| 1Y | +27.2% | -8.1% | +35.3% | +28.4% |
| 3Y | -20.1% | +4.8% | -24.9% | -40.4% |
| All | -20.1% | +4.8% | -25.0% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling