-25.2%
GIS vs EFX
-37.1%
+11.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -8.4% | -11.1% | +2.7% | -7.2% |
| 30D | -5.2% | -7.4% | +2.2% | -4.3% |
| 3M | +8.2% | +1.5% | +6.7% | +8.1% |
| 6M | -12.0% | -13.7% | +1.7% | -11.0% |
| YTD | -18.9% | -21.9% | +3.0% | -17.4% |
| 1Y | -23.6% | -30.8% | +7.2% | -21.6% |
| 3Y | -37.6% | -12.4% | -25.2% | -36.7% |
| 5Y | -25.2% | -35.9% | +10.7% | -22.8% |
| All | -25.2% | -37.1% | +11.9% | -22.8% |
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 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