+273.0%
ELF vs GPC
+4.3%
+268.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | +9.1% | -6.3% | +15.4% | +12.2% |
| 3M | +28.2% | -8.2% | +36.3% | +32.9% |
| 6M | +119.5% | +27.1% | +92.4% | +93.5% |
| YTD | +55.2% | +3.1% | +52.0% | +47.9% |
| 1Y | +58.6% | +0.1% | +58.5% | +53.6% |
| 3Y | +21.3% | +0.2% | +21.1% | +11.6% |
| All | +273.0% | +4.3% | +268.7% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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