+660.2%
GS vs ELF
+357.0%
+303.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +0.9% | +5.4% | -4.4% | +0.2% |
| 30D | -1.6% | +27.0% | -28.6% | -5.1% |
| 3M | -4.5% | +113.2% | -117.7% | -15.1% |
| 6M | +20.9% | +36.6% | -15.7% | +14.1% |
| YTD | +19.9% | +44.2% | -24.3% | +11.7% |
| 1Y | +41.4% | -18.0% | +59.4% | +41.0% |
| 3Y | +239.2% | -19.9% | +259.1% | +215.0% |
| 5Y | +185.0% | +257.7% | -72.7% | +90.7% |
| All | +660.2% | +357.0% | +303.2% | +336.2% |
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 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