-10.3%
GFS vs ELF
+270.9%
-281.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.4% |
| 7D | +7.4% | +1.6% | +5.8% | +7.0% |
| 30D | -15.3% | +9.1% | -24.4% | -16.6% |
| 3M | -21.1% | +28.2% | -49.3% | -24.8% |
| 6M | -44.5% | +119.5% | -164.0% | -52.4% |
| YTD | +19.2% | +55.2% | -35.9% | +7.3% |
| 1Y | +27.2% | +58.6% | -31.4% | +13.8% |
| 3Y | -20.1% | +21.3% | -41.4% | -37.0% |
| 5Y | -25.6% | +276.2% | -301.8% | -68.3% |
| All | -10.3% | +270.9% | -281.2% | -61.9% |
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