+1,463.7%
GIS vs EFX
+6,208.6%
-4,745.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.1% |
| 7D | -8.3% | -7.8% | -0.4% | -7.3% |
| 30D | +2.2% | -5.7% | +7.9% | +3.0% |
| 3M | +15.7% | +2.5% | +13.2% | +15.2% |
| 6M | -12.0% | -16.7% | +4.7% | -10.0% |
| YTD | -15.0% | -20.2% | +5.2% | -12.8% |
| 1Y | -20.1% | -31.4% | +11.3% | -16.5% |
| 3Y | -34.6% | -10.5% | -24.1% | -34.9% |
| 5Y | -22.8% | -35.2% | +12.4% | -21.0% |
| 10Y | -18.5% | +40.2% | -58.7% | -27.1% |
| All | +1,463.7% | +6,208.6% | -4,745.0% | +723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling