+15.5%
GEHC vs ELF
+97.9%
-82.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -4.0% | +5.4% | -9.3% | -4.6% |
| 30D | -2.0% | +27.0% | -28.9% | -4.8% |
| 3M | +8.0% | +113.2% | -105.2% | -2.0% |
| 6M | -12.8% | +36.6% | -49.3% | -16.7% |
| YTD | -15.9% | +44.2% | -60.1% | -20.5% |
| 1Y | -6.9% | -18.0% | +11.1% | -7.0% |
| 3Y | 0.0% | -19.9% | +19.9% | -6.4% |
| All | +15.5% | +97.9% | -82.5% | +7.6% |
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 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