+96.7%
GD vs ELF
+259.2%
-162.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.2% |
| 7D | -3.9% | -2.7% | -1.2% | -3.8% |
| 30D | +8.1% | +6.9% | +1.2% | +7.7% |
| 3M | -6.8% | +27.2% | -34.0% | -8.0% |
| 6M | +3.0% | +84.9% | -81.9% | -0.3% |
| YTD | +7.8% | +44.5% | -36.7% | +5.2% |
| 1Y | +5.8% | -6.8% | +12.6% | +5.0% |
| 3Y | +55.3% | +14.2% | +41.1% | +45.1% |
| 5Y | +96.7% | +250.6% | -153.9% | +51.9% |
| All | +96.7% | +259.2% | -162.5% | +51.9% |
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