-23.4%
GFS vs ELF
+283.9%
-307.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +6.2% | +4.3% | +2.0% | +5.5% |
| 30D | -11.4% | +7.7% | -19.1% | -12.6% |
| 3M | -15.5% | +24.7% | -40.2% | -19.1% |
| 6M | -42.6% | +114.6% | -157.3% | -50.7% |
| YTD | +23.2% | +55.8% | -32.6% | +10.7% |
| 1Y | +23.6% | +51.9% | -28.3% | +11.4% |
| 3Y | -17.2% | +24.6% | -41.8% | -35.7% |
| 5Y | -23.4% | +279.2% | -302.6% | -67.9% |
| All | -23.4% | +283.9% | -307.4% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling