+338.7%
ELF vs GAP
+7.3%
+331.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +4.3% | -9.3% | +13.6% | +7.1% |
| 30D | +7.7% | -5.5% | +13.2% | +9.2% |
| 3M | +24.7% | +3.5% | +21.2% | +22.5% |
| 6M | +114.6% | +0.7% | +113.9% | +110.4% |
| YTD | +55.8% | -13.4% | +69.1% | +58.9% |
| 1Y | +51.9% | -7.7% | +59.6% | +52.1% |
| 3Y | +24.6% | +74.4% | -49.8% | +2.6% |
| 5Y | +279.2% | +5.3% | +273.9% | +233.7% |
| 10Y | +338.7% | +4.7% | +334.1% | +220.2% |
| All | +338.7% | +7.3% | +331.4% | +220.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling