+22.9%
GPN vs ELF
+303.8%
-280.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -4.6% | -11.6% | +7.0% | -2.7% |
| 30D | -0.3% | +4.6% | -4.9% | -1.1% |
| 3M | +35.4% | +59.7% | -24.3% | +25.0% |
| 6M | +21.7% | +21.2% | +0.4% | +16.7% |
| YTD | +14.9% | +27.4% | -12.6% | +8.6% |
| 1Y | +3.2% | -29.8% | +33.0% | +5.7% |
| 3Y | -27.1% | -28.5% | +1.3% | -31.0% |
| 5Y | -44.4% | +220.0% | -264.4% | -62.7% |
| All | +22.9% | +303.8% | -280.9% | -31.0% |
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