+20.1%
GEHC vs ELF
+24.8%
-4.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | +3.7% | +6.3% | -2.6% | +2.9% |
| 30D | +27.3% | +8.5% | +18.8% | +26.0% |
| 3M | +14.7% | +24.4% | -9.7% | +11.5% |
| 6M | +31.9% | +94.7% | -62.8% | +20.3% |
| YTD | +2.2% | +55.9% | -53.7% | -4.7% |
| 1Y | +14.1% | +48.4% | -34.3% | +6.9% |
| All | +20.1% | +24.8% | -4.7% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling