+96.6%
GLD vs ELF
+19.5%
+77.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.3% | -2.8% |
| 7D | -5.5% | +3.4% | -8.8% | -5.5% |
| 30D | -7.0% | +5.0% | -12.0% | -7.1% |
| 3M | -12.4% | +22.6% | -34.9% | -12.5% |
| 6M | -18.0% | +104.0% | -122.0% | -18.2% |
| YTD | -10.5% | +49.3% | -59.8% | -10.7% |
| 1Y | -8.1% | +46.0% | -54.1% | -8.3% |
| All | +96.6% | +19.5% | +77.1% | +90.6% |
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 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