+3.4%
GEHC vs ELF
-23.6%
+27.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.4% |
| 7D | -5.2% | -1.2% | -4.0% | -5.0% |
| 30D | -7.0% | +5.9% | -12.9% | -7.7% |
| 3M | +3.3% | +99.5% | -96.2% | -5.5% |
| 6M | -10.0% | +26.5% | -36.5% | -13.3% |
| YTD | -18.5% | +37.2% | -55.6% | -22.5% |
| 1Y | -14.4% | -24.4% | +10.0% | -13.7% |
| 3Y | +3.4% | -23.3% | +26.7% | +2.0% |
| All | +3.4% | -23.6% | +27.0% | +2.0% |
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 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