-26.1%
ELF vs GFI
+304.2%
-330.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.0% |
| 7D | -6.8% | +4.7% | -11.5% | -6.9% |
| 30D | +5.1% | +14.4% | -9.3% | +4.8% |
| 3M | +79.8% | +32.5% | +47.3% | +79.0% |
| 6M | +29.7% | -7.2% | +36.9% | +29.0% |
| YTD | +31.6% | +10.9% | +20.8% | +31.4% |
| 1Y | -27.9% | +35.5% | -63.4% | -27.2% |
| All | -26.1% | +304.2% | -330.3% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling