+177.1%
GH vs ELF
-28.2%
+205.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | -2.5% | -11.6% | +9.1% | -1.6% |
| 30D | -4.7% | +4.6% | -9.3% | -5.2% |
| 3M | +20.2% | +59.7% | -39.5% | +15.7% |
| 6M | +78.8% | +21.2% | +57.6% | +75.1% |
| YTD | +54.1% | +27.4% | +26.6% | +51.8% |
| 1Y | +177.1% | -29.8% | +206.9% | +163.9% |
| All | +177.1% | -28.2% | +205.3% | +163.9% |
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 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