+20.9%
GS vs EFX
-13.0%
+33.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.4% | -0.3% |
| 7D | +0.9% | -8.6% | +9.6% | +0.4% |
| 30D | -1.6% | +0.1% | -1.7% | -1.5% |
| 3M | -4.5% | +3.8% | -8.3% | -3.8% |
| 6M | +20.9% | -13.5% | +34.4% | +27.3% |
| All | +20.9% | -13.0% | +33.8% | +27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling