+24.5%
GPN vs ELF
+334.6%
-310.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -2.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | +3.8% | +5.9% | -2.1% | +2.7% |
| 3M | +39.2% | +99.5% | -60.4% | +23.8% |
| 6M | +17.9% | +26.5% | -8.7% | +12.2% |
| YTD | +16.4% | +37.2% | -20.8% | +8.7% |
| 1Y | +3.6% | -24.4% | +28.0% | +4.9% |
| 3Y | -26.7% | -23.3% | -3.4% | -31.3% |
| 5Y | -44.8% | +245.2% | -290.0% | -63.5% |
| All | +24.5% | +334.6% | -310.1% | -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 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