+313.8%
ELF vs GWRE
+177.6%
+136.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -19.9% | +22.0% | +6.8% |
| 7D | +5.4% | -21.1% | +26.4% | +10.5% |
| 30D | +27.0% | +1.3% | +25.7% | +25.0% |
| 3M | +113.2% | +7.4% | +105.8% | +104.8% |
| 6M | +36.6% | +5.6% | +31.0% | +29.8% |
| YTD | +44.2% | -19.2% | +63.4% | +46.7% |
| 1Y | -18.0% | -25.1% | +7.2% | -15.2% |
| 3Y | -19.9% | +87.7% | -107.6% | -40.6% |
| 5Y | +257.7% | +32.0% | +225.7% | +190.0% |
| All | +313.8% | +177.6% | +136.2% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling