+277.7%
ELF vs GWW
+573.4%
-295.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -6.8% | -0.5% | -6.3% | -6.5% |
| 30D | +5.1% | -1.4% | +6.5% | +5.8% |
| 3M | +79.8% | -3.6% | +83.4% | +81.9% |
| 6M | +29.7% | +15.1% | +14.6% | +21.0% |
| YTD | +31.6% | +27.5% | +4.1% | +16.9% |
| 1Y | -27.9% | +29.6% | -57.5% | -36.3% |
| 3Y | -26.4% | +90.1% | -116.5% | -44.2% |
| 5Y | +235.6% | +222.6% | +13.0% | +106.9% |
| All | +277.7% | +573.4% | -295.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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