-28.8%
ELF vs GFI
+29.0%
-57.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.9% |
| 7D | -10.8% | -5.1% | -5.7% | -10.2% |
| 30D | +0.8% | +13.4% | -12.6% | -0.8% |
| 3M | +64.8% | +36.2% | +28.5% | +58.8% |
| 6M | +19.0% | -9.8% | +28.8% | +19.0% |
| YTD | +25.9% | +7.7% | +18.3% | +19.9% |
| 1Y | -28.8% | +27.2% | -56.0% | -34.1% |
| All | -28.8% | +29.0% | -57.7% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling