+486.7%
GS vs ELF
+337.1%
+149.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.2% |
| 7D | -3.2% | +4.0% | -7.2% | -3.8% |
| 30D | -2.4% | +10.6% | -13.0% | -3.9% |
| 3M | -15.7% | +25.8% | -41.6% | -18.7% |
| 6M | -6.8% | +89.1% | -95.8% | -16.0% |
| YTD | -0.1% | +52.7% | -52.8% | -7.9% |
| 1Y | +12.1% | +51.7% | -39.6% | +3.3% |
| 3Y | +185.8% | +14.2% | +171.6% | +150.0% |
| 5Y | +140.1% | +270.7% | -130.6% | +59.2% |
| All | +486.7% | +337.1% | +149.6% | +237.5% |
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 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