+478.5%
GS vs ELF
+354.8%
+123.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +4.3% |
| 7D | +0.8% | +7.8% | -7.0% | -0.3% |
| 30D | +1.2% | +9.3% | -8.0% | -0.1% |
| 3M | -12.4% | +21.2% | -33.6% | -15.0% |
| 6M | -2.3% | +96.1% | -98.4% | -12.5% |
| YTD | +4.6% | +57.0% | -52.4% | -4.0% |
| 1Y | +17.5% | +61.9% | -44.3% | +7.2% |
| 3Y | +202.0% | +20.0% | +182.0% | +162.0% |
| 5Y | +152.4% | +284.8% | -132.4% | +65.9% |
| 10Y | +478.5% | +364.2% | +114.3% | +230.7% |
| All | +478.5% | +354.8% | +123.7% | +230.7% |
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