+261.4%
ELF vs GFI
+1,010.2%
-748.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -4.3% |
| 7D | -10.8% | -5.1% | -5.7% | -10.7% |
| 30D | +0.8% | +13.4% | -12.6% | +0.6% |
| 3M | +64.8% | +36.2% | +28.5% | +63.8% |
| 6M | +19.0% | -9.8% | +28.8% | +18.9% |
| YTD | +25.9% | +7.7% | +18.3% | +25.5% |
| 1Y | -28.8% | +27.2% | -56.0% | -29.1% |
| 3Y | -29.6% | +300.3% | -329.9% | -31.4% |
| 5Y | +216.2% | +539.8% | -323.5% | +205.0% |
| All | +261.4% | +1,010.2% | -748.9% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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