+11.7%
GLXY vs ELF
-23.1%
+34.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +4.5% |
| 7D | +15.5% | -1.2% | +16.6% | +15.8% |
| 30D | +34.1% | +5.9% | +28.2% | +31.2% |
| 3M | -11.3% | +99.5% | -110.9% | -30.9% |
| 6M | +31.6% | +26.5% | +5.1% | +16.9% |
| YTD | +21.0% | +37.2% | -16.2% | +4.2% |
| 1Y | +11.7% | -24.4% | +36.1% | +12.6% |
| All | +11.7% | -23.1% | +34.8% | +12.6% |
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 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