+7.6%
GD vs ELF
+53.2%
-45.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | +2.7% | +1.6% | +1.1% | +2.6% |
| 30D | +8.6% | +9.1% | -0.5% | +8.3% |
| 3M | -7.1% | +28.2% | -35.2% | -7.8% |
| 6M | +7.5% | +119.5% | -112.1% | +4.7% |
| YTD | +9.9% | +55.2% | -45.2% | +6.9% |
| 1Y | +7.6% | +58.6% | -51.0% | +4.2% |
| All | +7.6% | +53.2% | -45.7% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling