+314.5%
ELF vs GPC
+66.8%
+247.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -2.6% |
| 7D | -2.7% | +1.7% | -4.4% | -3.5% |
| 30D | +6.9% | -2.3% | +9.2% | +7.8% |
| 3M | +27.2% | -4.5% | +31.7% | +29.7% |
| 6M | +84.9% | +21.6% | +63.3% | +66.5% |
| YTD | +44.5% | +4.0% | +40.4% | +37.8% |
| 1Y | -6.8% | +3.5% | -10.3% | -11.1% |
| 3Y | +14.2% | +2.1% | +12.1% | +6.4% |
| 5Y | +250.6% | +5.5% | +245.2% | +217.7% |
| 10Y | +318.0% | +90.7% | +227.2% | +178.9% |
| All | +314.5% | +66.8% | +247.7% | +203.3% |
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