+216.2%
ELF vs GWRE
+14.4%
+201.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.0% |
| 7D | -10.8% | -30.9% | +20.1% | -4.5% |
| 30D | +0.8% | -20.7% | +21.5% | +4.6% |
| 3M | +64.8% | +20.2% | +44.6% | +55.2% |
| 6M | +19.0% | -11.9% | +30.8% | +18.5% |
| YTD | +25.9% | -30.3% | +56.2% | +32.7% |
| 1Y | -28.8% | -44.6% | +15.9% | -19.8% |
| 3Y | -29.6% | +48.8% | -78.4% | -45.5% |
| 5Y | +216.2% | +14.8% | +201.5% | +177.1% |
| All | +216.2% | +14.4% | +201.8% | +177.1% |
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