+21.8%
ELF vs GNRC
+89.5%
-67.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.8% | -2.0% |
| 7D | +4.3% | +2.5% | +1.8% | +3.3% |
| 30D | +7.7% | -11.2% | +18.9% | +10.7% |
| 3M | +24.7% | -10.1% | +34.8% | +26.8% |
| 6M | +114.6% | -28.5% | +143.2% | +130.6% |
| YTD | +55.8% | +42.3% | +13.5% | +24.4% |
| 1Y | +51.9% | +22.8% | +29.1% | +28.3% |
| All | +21.8% | +89.5% | -67.8% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling