+25.7%
GPN vs EFX
+42.6%
-16.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -4.3% | -4.5% | +0.2% | -2.0% |
| 30D | 0.0% | -6.1% | +6.1% | +2.9% |
| 3M | +35.8% | +6.2% | +29.6% | +31.2% |
| 6M | +22.0% | -11.2% | +33.2% | +28.2% |
| YTD | +15.2% | -21.4% | +36.6% | +27.8% |
| 1Y | +3.5% | -34.3% | +37.8% | +25.1% |
| 3Y | -26.9% | -12.5% | -14.4% | -26.5% |
| 5Y | -44.2% | -35.6% | -8.6% | -36.5% |
| All | +25.7% | +42.6% | -16.9% | -8.6% |
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