-35.4%
GIS vs ELF
-27.2%
-8.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.5% |
| 7D | -8.6% | -6.8% | -1.8% | -8.5% |
| 30D | -0.5% | +5.1% | -5.5% | -0.5% |
| 3M | +11.9% | +79.8% | -67.9% | +11.6% |
| 6M | -11.6% | +29.7% | -41.3% | -11.9% |
| YTD | -16.3% | +31.6% | -47.9% | -16.6% |
| 1Y | -21.8% | -27.9% | +6.2% | -22.2% |
| All | -35.4% | -27.2% | -8.2% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling