+313.8%
ELF vs GPC
+85.1%
+228.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.6% |
| 3M | +113.2% | +42.6% | +70.6% | +78.4% |
| 6M | +36.6% | +22.8% | +13.8% | +22.7% |
| YTD | +44.2% | +15.5% | +28.8% | +31.3% |
| 1Y | -18.0% | +2.0% | -20.0% | -20.8% |
| 3Y | -19.9% | -1.4% | -18.5% | -23.9% |
| 5Y | +257.7% | +30.6% | +227.1% | +193.1% |
| All | +313.8% | +85.1% | +228.8% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling