+149.3%
GE vs ELF
+383.9%
-234.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.8% |
| 7D | +7.1% | +4.0% | +3.1% | +6.5% |
| 30D | +6.5% | +10.6% | -4.1% | +4.8% |
| 3M | -13.6% | +25.8% | -39.4% | -16.9% |
| 6M | +6.0% | +89.1% | -83.1% | -5.2% |
| YTD | +5.4% | +52.7% | -47.4% | -3.3% |
| 1Y | +6.5% | +51.7% | -45.3% | -2.4% |
| 3Y | +268.6% | +14.2% | +254.4% | +221.3% |
| 5Y | +389.0% | +270.7% | +118.3% | +223.7% |
| 10Y | +163.3% | +341.9% | -178.6% | +47.1% |
| All | +149.3% | +383.9% | -234.6% | +39.1% |
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