+14.2%
ELF vs GAP
+67.6%
-53.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.9% | +7.2% |
| 7D | +4.0% | -3.8% | +7.7% | +5.2% |
| 30D | +10.6% | -9.0% | +19.6% | +14.0% |
| 3M | +25.8% | +5.5% | +20.4% | +21.7% |
| 6M | +89.1% | -11.1% | +100.1% | +93.2% |
| YTD | +52.7% | -13.6% | +66.3% | +56.7% |
| 1Y | +51.7% | -2.9% | +54.6% | +48.8% |
| 3Y | +14.2% | +69.6% | -55.4% | +4.8% |
| All | +14.2% | +67.6% | -53.3% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling