+174.0%
GD vs ELF
+357.0%
-183.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -1.9% | +6.3% | -8.2% | -2.5% |
| 30D | +10.9% | +8.5% | +2.4% | +10.0% |
| 3M | -6.8% | +24.4% | -31.2% | -8.9% |
| 6M | +7.0% | +94.7% | -87.7% | -0.3% |
| YTD | +11.1% | +55.9% | -44.7% | +5.0% |
| 1Y | +7.0% | +48.4% | -41.4% | +1.6% |
| 3Y | +59.9% | +24.6% | +35.3% | +43.4% |
| 5Y | +102.5% | +285.0% | -182.6% | +47.5% |
| 10Y | +174.0% | +357.2% | -183.2% | +71.2% |
| All | +174.0% | +357.0% | -183.0% | +71.2% |
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