+219.4%
GM vs ELF
+334.6%
-115.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -1.4% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | -1.8% | +5.9% | -7.8% | -3.0% |
| 3M | +2.6% | +99.5% | -96.9% | -9.9% |
| 6M | +14.6% | +26.5% | -12.0% | +8.4% |
| YTD | +6.2% | +37.2% | -31.0% | -1.5% |
| 1Y | +48.7% | -24.4% | +73.1% | +50.1% |
| 3Y | +168.3% | -23.3% | +191.6% | +147.1% |
| 5Y | +82.8% | +245.2% | -162.4% | +11.5% |
| All | +219.4% | +334.6% | -115.3% | +59.5% |
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