+275.1%
ELF vs GTLB
-61.8%
+337.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +6.0% |
| 7D | +4.0% | -11.1% | +15.1% | +6.1% |
| 30D | +10.6% | -7.5% | +18.1% | +12.0% |
| 3M | +25.8% | +34.8% | -9.0% | +19.2% |
| 6M | +89.1% | +98.0% | -8.9% | +66.5% |
| YTD | +52.7% | +28.1% | +24.6% | +43.4% |
| 1Y | +51.7% | +5.6% | +46.2% | +46.8% |
| 3Y | +14.2% | +15.9% | -1.7% | +4.8% |
| All | +275.1% | -61.8% | +337.0% | +251.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling