-14.1%
GIS vs ELF
+357.0%
-371.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.5% |
| 7D | -7.8% | +5.4% | -13.2% | -8.0% |
| 30D | +6.6% | +27.0% | -20.4% | +5.9% |
| 3M | +21.0% | +113.2% | -92.2% | +18.7% |
| 6M | -9.1% | +36.6% | -45.6% | -10.0% |
| YTD | -13.6% | +44.2% | -57.8% | -14.7% |
| 1Y | -18.0% | -18.0% | 0.0% | -18.2% |
| 3Y | -33.7% | -19.9% | -13.7% | -34.8% |
| 5Y | -19.4% | +257.7% | -277.1% | -25.9% |
| All | -14.1% | +357.0% | -371.1% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling