+7.0%
GD vs ELF
+56.1%
-49.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -1.9% | +6.3% | -8.2% | -2.0% |
| 30D | +10.9% | +8.5% | +2.4% | +10.6% |
| 3M | -6.8% | +24.4% | -31.2% | -7.4% |
| 6M | +7.0% | +94.7% | -87.7% | +4.5% |
| YTD | +11.1% | +55.9% | -44.7% | +7.9% |
| 1Y | +7.0% | +48.4% | -41.4% | +4.1% |
| All | +7.0% | +56.1% | -49.1% | +4.1% |
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