+132.5%
GOOGL vs EFX
-36.4%
+169.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.6% |
| 7D | -1.9% | -9.4% | +7.5% | +1.1% |
| 30D | -7.5% | -6.9% | -0.6% | -5.5% |
| 3M | -9.2% | +0.1% | -9.3% | -9.9% |
| 6M | +8.1% | -17.3% | +25.4% | +13.5% |
| YTD | +5.8% | -21.8% | +27.7% | +12.6% |
| 1Y | +38.3% | -32.5% | +70.9% | +54.4% |
| 3Y | +144.8% | -12.3% | +157.1% | +127.1% |
| 5Y | +132.5% | -36.6% | +169.2% | +151.1% |
| All | +132.5% | -36.4% | +169.0% | +151.1% |
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 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