+284.8%
ELF vs GPC
+7.9%
+276.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.4% | +1.7% |
| 7D | +7.8% | +0.8% | +7.0% | +7.4% |
| 30D | +9.3% | -1.1% | +10.3% | +9.5% |
| 3M | +21.2% | -6.6% | +27.8% | +24.7% |
| 6M | +96.1% | +22.2% | +73.9% | +76.5% |
| YTD | +57.0% | +5.1% | +51.9% | +48.3% |
| 1Y | +61.9% | +2.8% | +59.1% | +54.6% |
| 3Y | +20.0% | +2.4% | +17.6% | +9.2% |
| 5Y | +284.8% | +7.8% | +277.0% | +206.2% |
| All | +284.8% | +7.9% | +276.8% | +206.2% |
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