+150.6%
GE vs ELF
+317.0%
-166.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | -2.2% |
| 7D | -1.2% | -6.8% | +5.5% | -0.2% |
| 30D | -11.3% | +5.1% | -16.3% | -12.1% |
| 3M | -1.4% | +79.8% | -81.2% | -10.7% |
| 6M | +1.2% | +29.7% | -28.5% | -4.0% |
| YTD | +5.9% | +31.6% | -25.7% | -0.4% |
| 1Y | +18.4% | -27.9% | +46.3% | +20.3% |
| 3Y | +271.0% | -26.4% | +297.4% | +249.0% |
| 5Y | +417.9% | +235.6% | +182.3% | +247.7% |
| All | +150.6% | +317.0% | -166.4% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling