+216.2%
ELF vs GNRC
-60.2%
+276.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.7% |
| 7D | -10.8% | -0.7% | -10.1% | -10.7% |
| 30D | +0.8% | -15.8% | +16.6% | +4.7% |
| 3M | +64.8% | -24.0% | +88.8% | +73.4% |
| 6M | +19.0% | -13.8% | +32.8% | +20.3% |
| YTD | +25.9% | +33.2% | -7.3% | +14.4% |
| 1Y | -28.8% | -1.8% | -27.0% | -30.7% |
| 3Y | -29.6% | +57.7% | -87.3% | -38.9% |
| 5Y | +216.2% | -59.7% | +276.0% | +248.2% |
| All | +216.2% | -60.2% | +276.4% | +248.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling