+17.7%
GFS vs ELF
-3.2%
+20.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.9% | -6.1% |
| 7D | -12.5% | -1.5% | -11.0% | -12.4% |
| 30D | -16.9% | +9.5% | -26.5% | -17.7% |
| 3M | -22.3% | +29.4% | -51.6% | -24.4% |
| 6M | -40.2% | +83.7% | -123.9% | -44.1% |
| YTD | +16.0% | +49.4% | -33.5% | +8.8% |
| 1Y | +17.7% | -3.9% | +21.6% | +16.3% |
| All | +17.7% | -3.2% | +20.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling