+26.1%
GH vs EFX
-37.1%
+63.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.4% |
| 7D | -0.2% | -9.4% | +9.2% | +5.9% |
| 30D | -2.6% | -6.9% | +4.2% | +0.9% |
| 3M | +25.1% | +0.1% | +25.0% | +20.5% |
| 6M | +78.5% | -17.3% | +95.8% | +95.6% |
| YTD | +59.4% | -21.8% | +81.2% | +78.0% |
| 1Y | +173.9% | -32.5% | +206.4% | +238.5% |
| 3Y | +382.7% | -12.3% | +395.1% | +336.2% |
| All | +26.1% | -37.1% | +63.2% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling