+273.0%
ELF vs GWRE
+26.4%
+246.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.1% |
| 7D | +1.6% | -2.0% | +3.6% | +2.0% |
| 30D | +9.1% | -4.1% | +13.2% | +9.8% |
| 3M | +28.2% | -13.4% | +41.5% | +30.1% |
| 6M | +119.5% | +26.0% | +93.6% | +100.8% |
| YTD | +55.2% | -21.3% | +76.4% | +58.8% |
| 1Y | +58.6% | -27.5% | +86.1% | +66.0% |
| 3Y | +21.3% | +72.7% | -51.4% | -10.0% |
| All | +273.0% | +26.4% | +246.6% | +236.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling