+652.8%
GS vs EFX
+44.5%
+608.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.4% | +2.2% |
| 7D | +0.9% | -8.6% | +9.6% | +4.0% |
| 30D | -1.6% | +0.1% | -1.7% | -1.9% |
| 3M | -4.5% | +3.8% | -8.3% | -7.2% |
| 6M | +20.9% | -13.5% | +34.4% | +24.9% |
| YTD | +19.9% | -17.7% | +37.6% | +25.2% |
| 1Y | +41.4% | -25.6% | +67.0% | +52.6% |
| 3Y | +239.2% | -12.1% | +251.3% | +233.0% |
| 5Y | +185.0% | -33.8% | +218.9% | +203.5% |
| All | +652.8% | +44.5% | +608.3% | +479.0% |
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