+13,507.3%
GOOGL vs EFX
+790.5%
+12,716.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | +1.5% |
| 7D | -2.3% | -8.6% | +6.4% | +1.4% |
| 30D | -6.6% | +0.1% | -6.7% | -6.9% |
| 3M | -8.9% | +3.8% | -12.8% | -11.4% |
| 6M | +11.9% | -13.5% | +25.4% | +16.7% |
| YTD | +8.3% | -17.7% | +26.0% | +14.2% |
| 1Y | +46.2% | -25.6% | +71.8% | +59.8% |
| 3Y | +151.9% | -12.1% | +164.0% | +140.9% |
| 5Y | +137.7% | -33.8% | +171.5% | +154.3% |
| 10Y | +757.6% | +45.1% | +712.4% | +477.1% |
| All | +13,507.3% | +790.5% | +12,716.8% | +3,378.9% |
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