+275.1%
ELF vs GAP
+5.0%
+270.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.9% | +7.0% |
| 7D | +4.0% | -3.8% | +7.7% | +5.0% |
| 30D | +10.6% | -9.0% | +19.6% | +13.5% |
| 3M | +25.8% | +5.5% | +20.4% | +22.4% |
| 6M | +89.1% | -11.1% | +100.1% | +92.6% |
| YTD | +52.7% | -13.6% | +66.3% | +56.2% |
| 1Y | +51.7% | -2.9% | +54.6% | +49.6% |
| 3Y | +14.2% | +69.6% | -55.4% | -3.8% |
| All | +275.1% | +5.0% | +270.1% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling