+18.4%
GE vs ELF
-27.0%
+45.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | -2.5% |
| 7D | -1.2% | -6.8% | +5.5% | -0.7% |
| 30D | -11.3% | +5.1% | -16.3% | -11.6% |
| 3M | -1.4% | +79.8% | -81.2% | -6.7% |
| 6M | +1.2% | +29.7% | -28.5% | -1.7% |
| YTD | +5.9% | +31.6% | -25.7% | +2.7% |
| 1Y | +18.4% | -27.9% | +46.3% | +18.7% |
| All | +18.4% | -27.0% | +45.4% | +18.7% |
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