+177.1%
GH vs EFX
-30.9%
+208.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.5% | -4.5% | +2.0% | -2.0% |
| 30D | -4.7% | -6.1% | +1.4% | -4.2% |
| 3M | +20.2% | +6.2% | +14.0% | +16.7% |
| 6M | +78.8% | -11.2% | +90.0% | +79.1% |
| YTD | +54.1% | -21.4% | +75.5% | +56.3% |
| 1Y | +177.1% | -34.3% | +211.4% | +200.7% |
| All | +177.1% | -30.9% | +208.0% | +200.7% |
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