+81.6%
GM vs ELF
+217.8%
-136.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +3.4% |
| 7D | -1.1% | -10.8% | +9.8% | +0.5% |
| 30D | -3.4% | +0.8% | -4.2% | -3.6% |
| 3M | +8.7% | +64.8% | -56.1% | +0.6% |
| 6M | +15.4% | +19.0% | -3.6% | +11.4% |
| YTD | +6.6% | +25.9% | -19.3% | +1.6% |
| 1Y | +51.5% | -28.8% | +80.3% | +53.8% |
| 3Y | +169.3% | -29.6% | +199.0% | +149.7% |
| 5Y | +81.6% | +216.2% | -134.7% | -19.2% |
| All | +81.6% | +217.8% | -136.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling