+377.4%
GH vs ELF
-23.6%
+401.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.3% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | -4.5% | +5.9% | -10.4% | -5.2% |
| 3M | +28.9% | +99.5% | -70.6% | +18.7% |
| 6M | +76.5% | +26.5% | +50.0% | +70.5% |
| YTD | +57.6% | +37.2% | +20.4% | +50.8% |
| 1Y | +167.5% | -24.4% | +192.0% | +168.5% |
| 3Y | +377.4% | -23.3% | +400.7% | +326.6% |
| All | +377.4% | -23.6% | +401.0% | +326.6% |
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