-35.4%
GIS vs EFX
-12.7%
-22.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -8.6% | -9.4% | +0.8% | -7.1% |
| 30D | -0.5% | -6.9% | +6.4% | +0.7% |
| 3M | +11.9% | +0.1% | +11.8% | +12.0% |
| 6M | -11.6% | -17.3% | +5.7% | -9.7% |
| YTD | -16.3% | -21.8% | +5.5% | -14.2% |
| 1Y | -21.8% | -32.5% | +10.8% | -18.5% |
| All | -35.4% | -12.7% | -22.7% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling