-19.5%
ELF vs GGLL
+245.5%
-265.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.7% |
| 7D | +5.4% | -4.8% | +10.1% | +6.5% |
| 30D | +27.0% | -13.7% | +40.7% | +31.1% |
| 3M | +113.2% | -21.9% | +135.1% | +123.0% |
| 6M | +36.6% | +11.7% | +24.9% | +29.3% |
| YTD | +44.2% | +2.3% | +42.0% | +38.8% |
| 1Y | -18.0% | +76.2% | -94.2% | -31.9% |
| All | -19.5% | +245.5% | -265.0% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling