+364.2%
ELF vs GAP
+20.3%
+343.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +1.8% |
| 7D | +7.8% | 0.0% | +7.8% | +7.6% |
| 30D | +9.3% | -4.3% | +13.6% | +10.4% |
| 3M | +21.2% | +9.4% | +11.8% | +17.0% |
| 6M | +96.1% | -3.3% | +99.4% | +94.8% |
| YTD | +57.0% | -10.5% | +67.5% | +58.7% |
| 1Y | +61.9% | -2.4% | +64.2% | +59.7% |
| 3Y | +20.0% | +80.1% | -60.1% | -2.0% |
| 5Y | +284.8% | +6.5% | +278.3% | +237.4% |
| 10Y | +364.2% | +14.6% | +349.6% | +233.2% |
| All | +364.2% | +20.3% | +343.9% | +233.2% |
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