+17.8%
GFS vs ELF
+56.1%
-38.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -5.3% | +6.3% | -11.6% | -5.9% |
| 30D | -15.8% | +8.5% | -24.3% | -16.5% |
| 3M | -18.6% | +24.4% | -43.1% | -20.6% |
| 6M | -45.0% | +94.7% | -139.7% | -48.6% |
| YTD | +16.8% | +55.9% | -39.1% | +5.4% |
| 1Y | +17.8% | +48.4% | -30.6% | +7.4% |
| All | +17.8% | +56.1% | -38.3% | +7.4% |
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