-44.2%
GPN vs ELF
+217.8%
-262.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.4% |
| 7D | -3.5% | -10.8% | +7.3% | -1.9% |
| 30D | +3.1% | +0.8% | +2.3% | +2.9% |
| 3M | +42.3% | +64.8% | -22.5% | +32.2% |
| 6M | +20.9% | +19.0% | +1.9% | +16.9% |
| YTD | +15.2% | +25.9% | -10.7% | +9.9% |
| 1Y | +5.4% | -28.8% | +34.2% | +7.4% |
| 3Y | -27.4% | -29.6% | +2.2% | -31.6% |
| 5Y | -44.2% | +216.2% | -260.5% | -70.2% |
| All | -44.2% | +217.8% | -262.0% | -70.2% |
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