+265.7%
ELF vs GWRE
+140.9%
+124.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -11.6% | -13.2% | +1.6% | -8.6% |
| 30D | +4.6% | -18.6% | +23.2% | +8.7% |
| 3M | +59.7% | +18.9% | +40.8% | +49.8% |
| 6M | +21.2% | -11.0% | +32.2% | +20.2% |
| YTD | +27.4% | -29.9% | +57.3% | +34.1% |
| 1Y | -29.8% | -44.3% | +14.5% | -21.0% |
| 3Y | -28.5% | +51.7% | -80.1% | -43.6% |
| 5Y | +220.0% | +15.4% | +204.6% | +167.9% |
| All | +265.7% | +140.9% | +124.8% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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