+627.7%
GEV vs ELF
-49.8%
+677.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.5% |
| 7D | +3.2% | -6.8% | +9.9% | +4.1% |
| 30D | -4.0% | +5.1% | -9.1% | -4.9% |
| 3M | +3.4% | +79.8% | -76.4% | -6.0% |
| 6M | +14.7% | +29.7% | -15.0% | +9.1% |
| YTD | +45.8% | +31.6% | +14.2% | +37.0% |
| 1Y | +57.4% | -27.9% | +85.3% | +61.6% |
| All | +627.7% | -49.8% | +677.5% | +702.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling