+24.4%
GH vs ELF
+230.6%
-206.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.9% |
| 7D | -0.2% | -6.8% | +6.6% | +1.1% |
| 30D | -2.6% | +5.1% | -7.7% | -3.8% |
| 3M | +25.1% | +79.8% | -54.7% | +11.2% |
| 6M | +78.5% | +29.7% | +48.8% | +67.7% |
| YTD | +59.4% | +31.6% | +27.8% | +48.7% |
| 1Y | +173.9% | -27.9% | +201.8% | +179.7% |
| 3Y | +382.7% | -26.4% | +409.2% | +330.3% |
| 5Y | +24.4% | +235.6% | -211.2% | -64.4% |
| All | +24.4% | +230.6% | -206.2% | -64.4% |
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