+1.8%
GLD vs ELF
+29.9%
-28.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.1% |
| 7D | +4.7% | +4.0% | +0.7% | +4.4% |
| 30D | -0.9% | +10.6% | -11.5% | -1.5% |
| 3M | -4.4% | +25.8% | -30.2% | -5.6% |
| 6M | -13.6% | +89.1% | -102.6% | -15.9% |
| YTD | -6.0% | +52.7% | -58.7% | -9.9% |
| 1Y | +1.8% | +51.7% | -50.0% | -2.5% |
| All | +1.8% | +29.9% | -28.1% | -2.5% |
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