-26.7%
GPN vs ELF
+272.3%
-299.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +3.6% |
| 7D | -5.6% | +1.6% | -7.2% | -5.8% |
| 30D | +13.6% | +9.1% | +4.5% | +12.2% |
| 3M | -2.8% | +28.2% | -31.0% | -6.4% |
| 6M | +38.1% | +119.5% | -81.5% | +22.8% |
| YTD | +19.9% | +55.2% | -35.2% | +11.0% |
| 1Y | +23.4% | +58.6% | -35.2% | +13.7% |
| 3Y | -12.6% | +21.3% | -33.9% | -25.1% |
| All | -26.7% | +272.3% | -299.0% | -61.3% |
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