-34.7%
GFS vs ELF
+266.1%
-300.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +5.2% |
| 7D | -7.8% | +4.0% | -11.8% | -8.4% |
| 30D | -19.7% | +10.6% | -30.2% | -21.1% |
| 3M | -23.1% | +25.8% | -48.9% | -26.5% |
| 6M | -46.4% | +89.1% | -135.4% | -52.9% |
| YTD | +11.0% | +52.7% | -41.7% | +0.1% |
| 1Y | +12.6% | +51.7% | -39.1% | +1.4% |
| 3Y | -24.9% | +14.2% | -39.2% | -40.4% |
| All | -34.7% | +266.1% | -300.8% | -72.7% |
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 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