+265.7%
ELF vs GNRC
+434.7%
-169.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.4% |
| 7D | -11.6% | -0.2% | -11.4% | -11.6% |
| 30D | +4.6% | -15.7% | +20.4% | +9.3% |
| 3M | +59.7% | -27.3% | +87.0% | +71.7% |
| 6M | +21.2% | -12.1% | +33.3% | +22.2% |
| YTD | +27.4% | +37.1% | -9.7% | +13.3% |
| 1Y | -29.8% | -0.5% | -29.3% | -32.2% |
| 3Y | -28.5% | +61.5% | -90.0% | -40.2% |
| 5Y | +220.0% | -58.6% | +278.6% | +267.6% |
| All | +265.7% | +434.7% | -169.0% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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