-36.9%
GLXY vs ELF
+49.8%
-86.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.2% | -6.5% |
| 7D | +5.3% | +1.6% | +3.7% | +4.7% |
| 30D | -19.8% | +9.1% | -28.9% | -21.9% |
| 3M | -31.4% | +28.2% | -59.5% | -36.2% |
| 6M | -53.3% | +119.5% | -172.9% | -62.9% |
| YTD | -35.7% | +55.2% | -90.8% | -44.9% |
| 1Y | -47.2% | +58.6% | -105.8% | -55.0% |
| All | -36.9% | +49.8% | -86.7% | -38.6% |
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