+186.8%
GS vs ELF
+12.5%
+174.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.0% | -6.1% |
| 7D | -6.3% | -2.7% | -3.6% | -6.1% |
| 30D | -3.1% | +6.9% | -10.0% | -3.7% |
| 3M | -17.7% | +27.2% | -44.8% | -19.6% |
| 6M | -4.6% | +84.9% | -89.4% | -10.5% |
| YTD | +0.3% | +44.5% | -44.2% | -4.0% |
| 1Y | +11.7% | -6.8% | +18.5% | +10.6% |
| All | +186.8% | +12.5% | +174.3% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling