-34.9%
GIS vs ELF
+264.1%
-299.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | -1.9% |
| 7D | -8.1% | +3.4% | -11.4% | -8.1% |
| 30D | +5.3% | +5.0% | +0.3% | +5.2% |
| 3M | -10.5% | +22.6% | -33.1% | -11.0% |
| 6M | +1.8% | +104.0% | -102.2% | +0.5% |
| YTD | -22.9% | +49.3% | -72.2% | -23.8% |
| 1Y | -22.9% | +46.0% | -69.0% | -23.8% |
| 3Y | -40.5% | +19.4% | -59.9% | -43.0% |
| 5Y | -34.9% | +262.0% | -296.9% | -45.7% |
| All | -34.9% | +264.1% | -299.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling