+338.3%
ELF vs GAP
+35.6%
+302.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.9% | +6.9% |
| 7D | +4.0% | -3.8% | +7.7% | +4.9% |
| 30D | +10.6% | -9.0% | +19.6% | +13.3% |
| 3M | +25.8% | +5.5% | +20.4% | +22.8% |
| 6M | +89.1% | -11.1% | +100.1% | +92.3% |
| YTD | +52.7% | -13.6% | +66.3% | +55.9% |
| 1Y | +51.7% | -2.9% | +54.6% | +49.8% |
| 3Y | +14.2% | +69.6% | -55.4% | -5.0% |
| 5Y | +270.7% | +5.4% | +265.3% | +226.6% |
| 10Y | +341.9% | +17.8% | +324.1% | +218.6% |
| All | +338.3% | +35.6% | +302.6% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling