+231.1%
GM vs EFX
+42.6%
+188.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.4% | -4.5% | +2.1% | -0.6% |
| 30D | -1.1% | -6.1% | +5.0% | +1.1% |
| 3M | +6.1% | +6.2% | -0.1% | +2.5% |
| 6M | +15.0% | -11.2% | +26.2% | +18.6% |
| YTD | +6.0% | -21.4% | +27.4% | +13.5% |
| 1Y | +47.1% | -34.3% | +81.4% | +69.7% |
| 3Y | +170.5% | -12.5% | +183.0% | +165.6% |
| 5Y | +80.5% | -35.6% | +116.1% | +96.6% |
| All | +231.1% | +42.6% | +188.5% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling