+303.2%
ELF vs GTLB
-50.0%
+353.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.1% |
| 7D | +7.8% | -9.6% | +17.4% | +9.6% |
| 30D | +9.3% | -14.5% | +23.7% | +12.0% |
| 3M | +21.2% | +20.9% | +0.3% | +17.1% |
| 6M | +96.1% | +81.4% | +14.7% | +76.0% |
| YTD | +57.0% | +25.6% | +31.4% | +48.2% |
| 1Y | +61.9% | +3.4% | +58.4% | +57.2% |
| 3Y | +20.0% | +8.9% | +11.1% | +11.7% |
| 5Y | +284.8% | -64.0% | +348.7% | +229.5% |
| All | +303.2% | -50.0% | +353.2% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling