-16.4%
GFS vs EFX
-26.2%
+9.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +7.0% |
| 7D | -7.8% | +2.7% | -10.5% | -8.9% |
| 30D | -19.7% | +33.1% | -52.8% | -28.6% |
| 3M | -23.1% | +8.2% | -31.3% | -26.7% |
| 6M | -46.4% | +10.2% | -56.5% | -50.8% |
| YTD | +11.0% | -11.8% | +22.9% | +12.0% |
| 1Y | +12.6% | -6.1% | +18.7% | +9.3% |
| 3Y | -24.9% | +7.5% | -32.4% | -37.7% |
| 5Y | -39.1% | -30.7% | -8.4% | -32.3% |
| All | -16.4% | -26.2% | +9.8% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling