+230.7%
GM vs EFX
+481.8%
-251.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.4% |
| 7D | -1.1% | -9.4% | +8.3% | +3.2% |
| 30D | -4.6% | -6.9% | +2.3% | -1.8% |
| 3M | +0.2% | +0.1% | +0.1% | -1.2% |
| 6M | +12.6% | -17.3% | +29.9% | +20.3% |
| YTD | +3.7% | -21.8% | +25.5% | +12.2% |
| 1Y | +45.6% | -32.5% | +78.2% | +68.5% |
| 3Y | +162.0% | -12.3% | +174.3% | +154.8% |
| 5Y | +80.5% | -36.6% | +117.1% | +101.2% |
| 10Y | +231.3% | +41.0% | +190.3% | +125.7% |
| All | +230.7% | +481.8% | -251.1% | -29.9% |
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