-3.9%
ELF vs GGLL
-11.6%
+7.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +0.7% |
| 7D | -1.5% | -23.1% | +21.6% | +2.6% |
| 30D | +9.5% | -32.9% | +42.4% | +17.2% |
| 3M | +29.4% | -44.9% | +74.2% | +43.9% |
| 6M | +83.7% | -49.5% | +133.2% | +106.8% |
| YTD | +49.4% | -28.9% | +78.3% | +48.9% |
| 1Y | -3.9% | -12.2% | +8.3% | -13.1% |
| All | -3.9% | -11.6% | +7.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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