+164.9%
GD vs ELF
+316.3%
-151.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.7% |
| 7D | +1.9% | +3.4% | -1.5% | +1.5% |
| 30D | +9.2% | +5.0% | +4.3% | +8.6% |
| 3M | -7.5% | +22.6% | -30.0% | -9.4% |
| 6M | +5.8% | +104.0% | -98.2% | -1.8% |
| YTD | +9.8% | +49.3% | -39.5% | +4.2% |
| 1Y | +5.8% | +46.0% | -40.3% | +0.5% |
| 3Y | +58.0% | +19.4% | +38.6% | +42.3% |
| 5Y | +100.4% | +262.0% | -161.6% | +47.0% |
| All | +164.9% | +316.3% | -151.4% | +67.2% |
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