+202.3%
ELF vs GGLL
+210.8%
-8.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.4% |
| 7D | +1.6% | +7.7% | -6.1% | -0.2% |
| 30D | +9.1% | -30.2% | +39.3% | +17.0% |
| 3M | +28.2% | -31.3% | +59.4% | +37.4% |
| 6M | +119.5% | -52.1% | +171.6% | +152.8% |
| YTD | +55.2% | -25.9% | +81.0% | +58.6% |
| 1Y | +58.6% | -8.5% | +67.1% | +53.2% |
| 3Y | +21.3% | +165.5% | -144.3% | -14.9% |
| All | +202.3% | +210.8% | -8.5% | +108.5% |
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