+478.5%
GS vs EFX
+63.8%
+414.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.3% | +4.9% |
| 7D | +0.8% | -2.2% | +3.0% | +1.5% |
| 30D | +1.2% | +29.2% | -28.0% | -7.6% |
| 3M | -12.4% | +3.5% | -15.9% | -14.2% |
| 6M | -2.3% | +7.8% | -10.1% | -7.0% |
| YTD | +4.6% | -12.4% | +17.0% | +6.3% |
| 1Y | +17.5% | -8.2% | +25.8% | +17.2% |
| 3Y | +202.0% | +4.7% | +197.3% | +176.5% |
| 5Y | +152.4% | -32.0% | +184.4% | +165.9% |
| 10Y | +478.5% | +69.1% | +409.5% | +316.8% |
| All | +478.5% | +63.8% | +414.7% | +316.8% |
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