+620.7%
GEV vs ELF
-45.0%
+665.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +3.3% | +5.4% | -2.1% | +2.5% |
| 30D | -7.5% | +27.0% | -34.4% | -10.8% |
| 3M | -2.2% | +113.2% | -115.4% | -13.3% |
| 6M | +12.1% | +36.6% | -24.5% | +5.9% |
| YTD | +44.4% | +44.2% | +0.2% | +34.0% |
| 1Y | +57.7% | -18.0% | +75.6% | +58.7% |
| All | +620.7% | -45.0% | +665.8% | +685.2% |
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 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