+436.7%
GE vs ELF
+239.6%
+197.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | 0.0% |
| 7D | +1.2% | -1.2% | +2.3% | +1.3% |
| 30D | -9.5% | +5.9% | -15.4% | -10.3% |
| 3M | +4.1% | +99.5% | -95.4% | -5.6% |
| 6M | +3.9% | +26.5% | -22.6% | -0.3% |
| YTD | +9.0% | +37.2% | -28.2% | +3.0% |
| 1Y | +21.9% | -24.4% | +46.4% | +23.0% |
| 3Y | +281.8% | -23.3% | +305.1% | +255.5% |
| 5Y | +436.7% | +245.2% | +191.6% | +200.9% |
| All | +436.7% | +239.6% | +197.2% | +200.9% |
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