+16.0%
GS vs EFX
-7.6%
+23.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +5.9% | -0.8% | +6.6% | +5.9% |
| 30D | +4.3% | +25.1% | -20.8% | +3.3% |
| 3M | -11.7% | +1.7% | -13.3% | -11.9% |
| 6M | -3.2% | +18.4% | -21.5% | -5.0% |
| YTD | +5.8% | -12.5% | +18.3% | +9.9% |
| 1Y | +16.0% | -8.1% | +24.1% | +19.0% |
| All | +16.0% | -7.6% | +23.7% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling