-3.9%
ELF vs GAP
+10.4%
-14.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.1% | -0.8% |
| 7D | -1.5% | +8.0% | -9.5% | -4.2% |
| 30D | +9.5% | +2.7% | +6.8% | +8.4% |
| 3M | +29.4% | +16.0% | +13.3% | +21.3% |
| 6M | +83.7% | +2.0% | +81.7% | +80.6% |
| YTD | +49.4% | -4.4% | +53.9% | +47.3% |
| 1Y | -3.9% | +9.2% | -13.1% | -18.1% |
| All | -3.9% | +10.4% | -14.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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