+97.2%
GD vs ELF
+259.0%
-161.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | -5.3% | +5.4% | -10.6% | -5.5% |
| 30D | -6.4% | +27.0% | -33.4% | -7.6% |
| 3M | +5.7% | +113.2% | -107.5% | +1.7% |
| 6M | -0.9% | +36.6% | -37.5% | -2.8% |
| YTD | +8.2% | +44.2% | -36.1% | +5.6% |
| 1Y | +13.4% | -18.0% | +31.4% | +13.3% |
| 3Y | +68.5% | -19.9% | +88.4% | +62.5% |
| All | +97.2% | +259.0% | -161.8% | +51.3% |
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