-19.4%
GIS vs ELF
+299.0%
-318.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.9% |
| 7D | -8.4% | -10.8% | +2.4% | -8.1% |
| 30D | -5.2% | +0.8% | -6.0% | -5.2% |
| 3M | +8.2% | +64.8% | -56.6% | +6.8% |
| 6M | -12.0% | +19.0% | -31.0% | -12.6% |
| YTD | -18.9% | +25.9% | -44.8% | -19.6% |
| 1Y | -23.6% | -28.8% | +5.2% | -23.5% |
| 3Y | -37.6% | -29.6% | -8.0% | -38.5% |
| 5Y | -25.2% | +216.2% | -241.4% | -31.0% |
| All | -19.4% | +299.0% | -318.4% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling