+93.6%
GD vs ELF
+273.9%
-180.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.4% | -0.9% |
| 7D | -5.0% | +4.0% | -9.0% | -5.2% |
| 30D | +8.9% | +10.6% | -1.7% | +8.4% |
| 3M | -8.0% | +25.8% | -33.9% | -9.2% |
| 6M | +2.9% | +89.1% | -86.2% | -0.5% |
| YTD | +7.1% | +52.7% | -45.7% | +4.2% |
| 1Y | +5.9% | +51.7% | -45.8% | +3.1% |
| 3Y | +53.9% | +14.2% | +39.6% | +44.1% |
| All | +93.6% | +273.9% | -180.3% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling