-17.4%
GIS vs EFX
-7.5%
-9.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.5% |
| 7D | +8.5% | +9.2% | -0.7% | +5.7% |
| 30D | +15.3% | +34.8% | -19.5% | +6.4% |
| 3M | +0.9% | +8.8% | -7.9% | -1.7% |
| 6M | +7.9% | +12.3% | -4.4% | +4.2% |
| YTD | -17.6% | -10.6% | -7.0% | -18.1% |
| 1Y | -17.4% | -6.7% | -10.6% | -19.2% |
| All | -17.4% | -7.5% | -9.8% | -19.2% |
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 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