-40.1%
GLXY vs ELF
+47.5%
-87.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +3.4% |
| 7D | -14.6% | +4.0% | -18.6% | -15.7% |
| 30D | -36.2% | +10.6% | -46.7% | -38.1% |
| 3M | -30.1% | +25.8% | -55.9% | -34.7% |
| 6M | -56.1% | +89.1% | -145.2% | -63.8% |
| YTD | -38.9% | +52.7% | -91.6% | -47.4% |
| 1Y | -55.0% | +51.7% | -106.8% | -61.2% |
| All | -40.1% | +47.5% | -87.6% | -41.3% |
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