+139.3%
GS vs EFX
-31.2%
+170.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -3.2% | +2.7% | -5.9% | -4.0% |
| 30D | -2.4% | +33.1% | -35.5% | -10.4% |
| 3M | -15.7% | +8.2% | -23.9% | -18.2% |
| 6M | -6.8% | +10.2% | -16.9% | -11.1% |
| YTD | -0.1% | -11.8% | +11.8% | +1.9% |
| 1Y | +12.1% | -6.1% | +18.2% | +11.6% |
| 3Y | +185.8% | +7.5% | +178.3% | +160.2% |
| All | +139.3% | -31.2% | +170.6% | +146.4% |
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