-36.4%
GLXY vs ELF
+51.6%
-87.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.5% | +5.3% |
| 7D | -0.5% | +7.8% | -8.4% | -2.9% |
| 30D | -28.6% | +9.3% | -37.9% | -30.5% |
| 3M | -28.1% | +21.2% | -49.2% | -32.1% |
| 6M | -52.0% | +96.1% | -148.1% | -60.9% |
| YTD | -35.1% | +57.0% | -92.1% | -44.6% |
| 1Y | -54.0% | +61.9% | -115.9% | -60.9% |
| All | -36.4% | +51.6% | -87.9% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling