+313.8%
ELF vs GFI
+1,052.0%
-738.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.1% |
| 7D | +5.4% | +3.1% | +2.2% | +5.3% |
| 30D | +27.0% | +27.1% | -0.1% | +26.4% |
| 3M | +113.2% | +21.2% | +92.0% | +112.3% |
| 6M | +36.6% | -4.5% | +41.1% | +36.3% |
| YTD | +44.2% | +11.7% | +32.5% | +43.6% |
| 1Y | -18.0% | +46.0% | -64.0% | -18.5% |
| 3Y | -19.9% | +309.6% | -329.5% | -22.1% |
| 5Y | +257.7% | +506.0% | -248.3% | +244.8% |
| All | +313.8% | +1,052.0% | -738.2% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling