+163.1%
GH vs EFX
-25.2%
+188.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +1.0% |
| 7D | -0.1% | -8.6% | +8.6% | +1.0% |
| 30D | -1.1% | +0.1% | -1.2% | -1.3% |
| 3M | +21.3% | +3.8% | +17.5% | +19.2% |
| 6M | +73.5% | -13.5% | +87.0% | +73.4% |
| YTD | +58.0% | -17.7% | +75.7% | +59.1% |
| 1Y | +163.1% | -25.6% | +188.6% | +171.5% |
| All | +163.1% | -25.2% | +188.3% | +171.5% |
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