-26.1%
ELF vs GWRE
+51.5%
-77.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +0.9% | -3.5% |
| 7D | -6.8% | -26.2% | +19.4% | -3.9% |
| 30D | +5.1% | -17.8% | +22.8% | +6.8% |
| 3M | +79.8% | +14.2% | +65.5% | +74.4% |
| 6M | +29.7% | -12.9% | +42.6% | +30.0% |
| YTD | +31.6% | -29.2% | +60.9% | +35.8% |
| 1Y | -27.9% | -44.4% | +16.5% | -22.4% |
| All | -26.1% | +51.5% | -77.6% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling