+49.3%
GSK vs ELF
-23.6%
+72.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -2.6% |
| 7D | -4.2% | -1.2% | -3.0% | -4.2% |
| 30D | -7.5% | +5.9% | -13.4% | -7.6% |
| 3M | -3.3% | +99.5% | -102.8% | -4.6% |
| 6M | -9.3% | +26.5% | -35.9% | -10.0% |
| YTD | +1.6% | +37.2% | -35.6% | +0.7% |
| 1Y | +25.5% | -24.4% | +49.9% | +24.9% |
| 3Y | +49.3% | -23.3% | +72.6% | +45.3% |
| All | +49.3% | -23.6% | +72.9% | +45.3% |
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