-19.4%
GFS vs ELF
-19.9%
+0.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | +1.0% | +5.4% | -4.3% | +0.3% |
| 30D | -8.6% | +27.0% | -35.6% | -11.7% |
| 3M | -46.5% | +113.2% | -159.7% | -52.0% |
| 6M | -4.8% | +36.6% | -41.4% | -9.6% |
| YTD | +29.7% | +44.2% | -14.6% | +21.1% |
| 1Y | +35.8% | -18.0% | +53.8% | +35.8% |
| All | -19.4% | -19.9% | +0.5% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling