+307.7%
GLW vs ELF
+18.9%
+288.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.1% |
| 7D | -13.9% | +4.0% | -17.9% | -14.2% |
| 30D | -35.0% | +10.6% | -45.6% | -35.6% |
| 3M | -32.4% | +25.8% | -58.2% | -33.8% |
| 6M | -41.3% | +89.1% | -130.4% | -44.8% |
| YTD | +21.8% | +52.7% | -30.9% | +15.6% |
| 1Y | +21.8% | +51.7% | -29.9% | +15.6% |
| 3Y | +307.7% | +14.2% | +293.4% | +254.8% |
| All | +307.7% | +18.9% | +288.7% | +254.8% |
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 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