+328.4%
ELF vs GNRC
+451.6%
-123.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +3.4% | +11.9% | -8.6% | +0.4% |
| 30D | +5.0% | -10.0% | +15.0% | +7.1% |
| 3M | +22.6% | -13.1% | +35.7% | +25.3% |
| 6M | +104.0% | -28.5% | +132.4% | +116.3% |
| YTD | +49.3% | +41.4% | +7.9% | +29.9% |
| 1Y | +46.0% | +18.8% | +27.3% | +32.8% |
| 3Y | +19.4% | +86.3% | -66.9% | -4.6% |
| 5Y | +262.0% | -56.8% | +318.9% | +307.8% |
| 10Y | +320.5% | +382.1% | -61.6% | +97.7% |
| All | +328.4% | +451.6% | -123.1% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling