+46.0%
ELF vs GAP
-9.8%
+55.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.8% |
| 7D | +3.4% | -5.2% | +8.5% | +4.9% |
| 30D | +5.0% | -6.9% | +11.9% | +7.0% |
| 3M | +22.6% | +5.7% | +16.9% | +19.1% |
| 6M | +104.0% | +0.9% | +103.1% | +97.8% |
| YTD | +49.3% | -14.5% | +63.8% | +55.5% |
| 1Y | +46.0% | -12.1% | +58.1% | +50.0% |
| All | +46.0% | -9.8% | +55.9% | +50.0% |
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