+437.1%
GS vs ELF
+316.3%
+120.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -0.8% |
| 7D | +5.1% | +3.4% | +1.8% | +4.6% |
| 30D | +2.4% | +5.0% | -2.5% | +1.7% |
| 3M | -11.5% | +22.6% | -34.1% | -14.3% |
| 6M | -2.5% | +104.0% | -106.5% | -13.1% |
| YTD | +5.5% | +49.3% | -43.8% | -2.4% |
| 1Y | +11.0% | +46.0% | -35.0% | +2.9% |
| 3Y | +200.1% | +19.4% | +180.7% | +160.3% |
| 5Y | +154.7% | +262.0% | -107.3% | +69.3% |
| All | +437.1% | +316.3% | +120.8% | +204.8% |
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