-12.1%
GFS vs ELF
+272.6%
-284.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -5.3% | +6.3% | -11.6% | -6.3% |
| 30D | -15.8% | +8.5% | -24.3% | -17.0% |
| 3M | -18.6% | +24.4% | -43.1% | -22.1% |
| 6M | -45.0% | +94.7% | -139.7% | -51.8% |
| YTD | +16.8% | +55.9% | -39.1% | +5.1% |
| 1Y | +17.8% | +48.4% | -30.6% | +6.8% |
| 3Y | -21.5% | +24.6% | -46.2% | -38.5% |
| 5Y | -29.3% | +285.0% | -314.4% | -69.9% |
| All | -12.1% | +272.6% | -284.7% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling