+345.2%
ELF vs GNRC
+445.5%
-100.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.2% |
| 7D | +1.6% | +7.9% | -6.3% | -0.5% |
| 30D | +9.1% | -3.7% | +12.8% | +9.5% |
| 3M | +28.2% | -11.9% | +40.1% | +30.6% |
| 6M | +119.5% | -28.6% | +148.2% | +132.8% |
| YTD | +55.2% | +39.9% | +15.3% | +35.3% |
| 1Y | +58.6% | +23.4% | +35.2% | +42.7% |
| 3Y | +21.3% | +84.2% | -63.0% | -2.9% |
| 5Y | +276.2% | -57.3% | +333.5% | +324.9% |
| 10Y | +337.0% | +376.8% | -39.8% | +106.0% |
| All | +345.2% | +445.5% | -100.3% | +108.1% |
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