+188.5%
GD vs ELF
+337.1%
-148.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.4% | -1.2% |
| 7D | -5.0% | +4.0% | -9.0% | -5.3% |
| 30D | +8.9% | +10.6% | -1.7% | +7.8% |
| 3M | -8.0% | +25.8% | -33.9% | -10.3% |
| 6M | +2.9% | +89.1% | -86.2% | -3.8% |
| YTD | +7.1% | +52.7% | -45.7% | +1.4% |
| 1Y | +5.9% | +51.7% | -45.8% | +0.3% |
| 3Y | +53.9% | +14.2% | +39.6% | +39.6% |
| 5Y | +95.4% | +270.7% | -175.3% | +43.4% |
| All | +188.5% | +337.1% | -148.6% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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