+235.6%
ELF vs GWW
+221.1%
+14.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | -6.8% | -0.5% | -6.3% | -6.5% |
| 30D | +5.1% | -1.4% | +6.5% | +6.0% |
| 3M | +79.8% | -3.6% | +83.4% | +82.5% |
| 6M | +29.7% | +15.1% | +14.6% | +17.5% |
| YTD | +31.6% | +27.5% | +4.1% | +11.2% |
| 1Y | -27.9% | +29.6% | -57.5% | -39.6% |
| 3Y | -26.4% | +90.1% | -116.5% | -49.7% |
| 5Y | +235.6% | +222.6% | +13.0% | +78.4% |
| All | +235.6% | +221.1% | +14.5% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling