-24.9%
GFS vs ELF
+18.9%
-43.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +5.4% |
| 7D | -7.8% | +4.0% | -11.8% | -8.3% |
| 30D | -19.7% | +10.6% | -30.2% | -20.8% |
| 3M | -23.1% | +25.8% | -48.9% | -25.7% |
| 6M | -46.4% | +89.1% | -135.4% | -51.3% |
| YTD | +11.0% | +52.7% | -41.7% | +2.7% |
| 1Y | +12.6% | +51.7% | -39.1% | +4.1% |
| 3Y | -24.9% | +14.2% | -39.2% | -40.7% |
| All | -24.9% | +18.9% | -43.9% | -40.7% |
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 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