+185.7%
GS vs EFX
-33.8%
+219.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.4% | +1.9% |
| 7D | +0.9% | -8.6% | +9.6% | +3.5% |
| 30D | -1.6% | +0.1% | -1.7% | -1.9% |
| 3M | -4.5% | +3.8% | -8.3% | -6.9% |
| 6M | +20.9% | -13.5% | +34.4% | +24.8% |
| YTD | +19.9% | -17.7% | +37.6% | +25.2% |
| 1Y | +41.4% | -25.6% | +67.0% | +52.4% |
| 3Y | +239.2% | -12.1% | +251.3% | +232.4% |
| All | +185.7% | -33.8% | +219.5% | +201.2% |
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