+160.6%
GE vs ELF
+393.8%
-233.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +5.4% | +6.3% | -0.9% | +4.4% |
| 30D | +9.6% | +8.5% | +1.1% | +8.2% |
| 3M | -7.7% | +24.4% | -32.1% | -11.1% |
| 6M | +14.0% | +94.7% | -80.7% | +1.6% |
| YTD | +10.2% | +55.9% | -45.7% | +0.8% |
| 1Y | +8.9% | +48.4% | -39.5% | +0.2% |
| 3Y | +273.7% | +24.6% | +249.0% | +220.8% |
| 5Y | +410.2% | +285.0% | +125.2% | +235.5% |
| 10Y | +157.4% | +357.2% | -199.8% | +43.5% |
| All | +160.6% | +393.8% | -233.2% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling