-2.4%
GFS vs EFX
-31.1%
+28.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +4.0% |
| 7D | +1.0% | -8.6% | +9.6% | +4.5% |
| 30D | -8.6% | +0.1% | -8.7% | -9.2% |
| 3M | -46.5% | +3.8% | -50.4% | -49.1% |
| 6M | -4.8% | -13.5% | +8.7% | -1.3% |
| YTD | +29.7% | -17.7% | +47.3% | +35.7% |
| 1Y | +35.8% | -25.6% | +61.4% | +49.4% |
| 3Y | -18.3% | -12.1% | -6.2% | -23.3% |
| All | -2.4% | -31.1% | +28.7% | +9.8% |
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 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