+755.6%
GOOGL vs EFX
+42.6%
+713.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | 0.0% | -4.5% | +4.6% | +1.5% |
| 30D | -1.4% | -6.1% | +4.7% | +0.4% |
| 3M | -5.3% | +6.2% | -11.5% | -8.0% |
| 6M | +9.8% | -11.2% | +21.0% | +12.7% |
| YTD | +8.4% | -21.4% | +29.8% | +15.0% |
| 1Y | +41.2% | -34.3% | +75.5% | +58.9% |
| 3Y | +149.6% | -12.5% | +162.1% | +140.0% |
| 5Y | +142.6% | -35.6% | +178.1% | +156.2% |
| All | +755.6% | +42.6% | +713.0% | +562.1% |
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