+255.0%
ELF vs GPC
+30.9%
+224.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +5.4% | +1.2% | +4.2% | +4.7% |
| 30D | +27.0% | +6.0% | +21.0% | +23.7% |
| 3M | +113.2% | +42.6% | +70.6% | +78.7% |
| 6M | +36.6% | +22.8% | +13.8% | +23.0% |
| YTD | +44.2% | +15.5% | +28.8% | +30.8% |
| 1Y | -18.0% | +2.0% | -20.0% | -20.8% |
| 3Y | -19.9% | -1.4% | -18.5% | -24.1% |
| All | +255.0% | +30.9% | +224.1% | +148.5% |
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