+45.4%
GILD vs ELF
-3.2%
+48.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.1% |
| 7D | +9.6% | -1.5% | +11.1% | +9.7% |
| 30D | +20.6% | +9.5% | +11.1% | +20.1% |
| 3M | +29.7% | +29.4% | +0.4% | +28.2% |
| 6M | +33.1% | +83.7% | -50.6% | +30.0% |
| YTD | +44.7% | +49.4% | -4.7% | +41.3% |
| 1Y | +45.4% | -3.9% | +49.3% | +41.7% |
| All | +45.4% | -3.2% | +48.6% | +41.7% |
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 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