-17.0%
GEHC vs ELF
-27.0%
+10.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.9% |
| 7D | -7.6% | -6.8% | -0.9% | -6.9% |
| 30D | -10.7% | +5.1% | -15.7% | -11.2% |
| 3M | -1.2% | +79.8% | -81.0% | -8.5% |
| 6M | -13.7% | +29.7% | -43.5% | -17.0% |
| YTD | -20.4% | +31.6% | -52.0% | -23.7% |
| 1Y | -17.0% | -27.9% | +10.9% | -14.8% |
| All | -17.0% | -27.0% | +10.0% | -14.8% |
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