+15.7%
GEHC vs ELF
-3.2%
+19.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +6.2% |
| 7D | +13.2% | -1.5% | +14.7% | +13.4% |
| 30D | +30.6% | +9.5% | +21.1% | +29.3% |
| 3M | +22.2% | +29.4% | -7.2% | +18.8% |
| 6M | +40.8% | +83.7% | -42.9% | +31.1% |
| YTD | +4.8% | +49.4% | -44.6% | -0.4% |
| 1Y | +15.7% | -3.9% | +19.7% | +13.6% |
| All | +15.7% | -3.2% | +19.0% | +13.6% |
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