+23.0%
GSK vs ELF
-31.2%
+54.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.9% |
| 7D | -5.4% | -10.8% | +5.4% | -5.1% |
| 30D | -4.6% | +0.8% | -5.4% | -4.7% |
| 3M | -5.1% | +64.8% | -69.9% | -6.5% |
| 6M | -11.4% | +19.0% | -30.4% | -12.3% |
| YTD | +0.7% | +25.9% | -25.2% | -0.5% |
| 1Y | +23.0% | -28.8% | +51.8% | +20.5% |
| All | +23.0% | -31.2% | +54.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling