+252.4%
ELF vs GTLB
-50.0%
+302.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.4% | +0.5% | -4.0% |
| 7D | -1.2% | +4.6% | -5.7% | -1.9% |
| 30D | +5.9% | +21.0% | -15.1% | +2.5% |
| 3M | +99.5% | +51.7% | +47.8% | +85.8% |
| 6M | +26.5% | +89.3% | -62.8% | +12.4% |
| YTD | +37.2% | +25.6% | +11.5% | +29.7% |
| 1Y | -24.4% | -1.5% | -22.9% | -26.0% |
| 3Y | -23.3% | -9.9% | -13.4% | -26.4% |
| All | +252.4% | -50.0% | +302.4% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling