+218.7%
GM vs ELF
+303.8%
-85.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -2.4% | -11.6% | +9.2% | -0.3% |
| 30D | -1.1% | +4.6% | -5.7% | -2.1% |
| 3M | +6.1% | +59.7% | -53.6% | -3.0% |
| 6M | +15.0% | +21.2% | -6.2% | +9.6% |
| YTD | +6.0% | +27.4% | -21.5% | -0.4% |
| 1Y | +47.1% | -29.8% | +76.9% | +50.4% |
| 3Y | +170.5% | -28.5% | +198.9% | +152.0% |
| 5Y | +80.5% | +220.0% | -139.5% | +11.6% |
| All | +218.7% | +303.8% | -85.1% | +61.2% |
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