-22.5%
GIS vs ELF
+53.2%
-75.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +2.0% |
| 7D | -3.4% | +1.6% | -4.9% | -3.5% |
| 30D | +6.9% | +9.1% | -2.2% | +6.0% |
| 3M | -10.1% | +28.2% | -38.3% | -12.0% |
| 6M | +5.9% | +119.5% | -113.7% | +1.0% |
| YTD | -21.1% | +55.2% | -76.3% | -24.8% |
| 1Y | -22.5% | +58.6% | -81.1% | -26.2% |
| All | -22.5% | +53.2% | -75.7% | -26.2% |
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