+149.7%
GILD vs ELF
+303.8%
-154.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | -4.8% | -11.6% | +6.8% | -4.2% |
| 30D | +5.8% | +4.6% | +1.1% | +5.5% |
| 3M | +14.9% | +59.7% | -44.8% | +12.2% |
| 6M | -0.4% | +21.2% | -21.6% | -1.6% |
| YTD | +18.5% | +27.4% | -8.9% | +16.5% |
| 1Y | +25.1% | -29.8% | +54.9% | +25.8% |
| 3Y | +105.9% | -28.5% | +134.3% | +101.1% |
| 5Y | +143.0% | +220.0% | -77.1% | +114.7% |
| All | +149.7% | +303.8% | -154.1% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling