+273.0%
ELF vs GTLB
-62.5%
+335.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +3.0% | +3.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +9.1% | -10.2% | +19.3% | +11.1% |
| 3M | +28.2% | +10.1% | +18.1% | +25.7% |
| 6M | +119.5% | +116.5% | +3.1% | +90.6% |
| YTD | +55.2% | +27.2% | +28.0% | +45.8% |
| 1Y | +58.6% | +8.6% | +50.0% | +52.5% |
| 3Y | +21.3% | +5.6% | +15.7% | +13.1% |
| All | +273.0% | -62.5% | +335.5% | +261.4% |
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