+158.4%
GS vs EFX
-29.4%
+187.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.1% | -2.0% | +1.8% | +0.4% |
| 30D | +3.7% | +27.9% | -24.2% | -3.7% |
| 3M | -10.0% | +3.8% | -13.8% | -11.6% |
| 6M | -1.0% | +13.0% | -14.0% | -6.4% |
| YTD | +7.0% | -12.4% | +19.4% | +9.3% |
| 1Y | +16.6% | -10.4% | +27.0% | +18.0% |
| 3Y | +204.4% | +4.4% | +200.0% | +180.1% |
| All | +158.4% | -29.4% | +187.8% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling