+15.5%
GLXY vs ELF
+39.3%
-23.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | +13.4% | +5.4% | +8.1% | +11.8% |
| 30D | +38.1% | +27.0% | +11.1% | +28.9% |
| 3M | -7.3% | +113.2% | -120.5% | -25.3% |
| 6M | +8.2% | +36.6% | -28.4% | -3.6% |
| YTD | +17.8% | +44.2% | -26.5% | +3.3% |
| 1Y | +14.9% | -18.0% | +32.9% | +8.9% |
| All | +15.5% | +39.3% | -23.8% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling