+181.5%
ELF vs GGLL
+184.7%
-3.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +6.9% | -36.3% | +43.1% | +17.0% |
| 3M | +27.2% | -42.7% | +69.9% | +42.0% |
| 6M | +84.9% | -53.1% | +137.9% | +113.7% |
| YTD | +44.5% | -32.1% | +76.5% | +50.7% |
| 1Y | -6.8% | -20.1% | +13.3% | -7.0% |
| 3Y | +14.2% | +151.7% | -137.5% | -18.9% |
| All | +181.5% | +184.7% | -3.2% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling