-22.9%
GIS vs ELF
+230.6%
-253.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | +11.9% | +79.8% | -67.9% | +10.7% |
| 6M | -11.6% | +29.7% | -41.3% | -12.2% |
| YTD | -16.3% | +31.6% | -47.9% | -17.0% |
| 1Y | -21.8% | -27.9% | +6.2% | -21.9% |
| 3Y | -35.7% | -26.4% | -9.2% | -37.1% |
| 5Y | -22.9% | +235.6% | -258.5% | -34.8% |
| All | -22.9% | +230.6% | -253.5% | -34.8% |
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 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