+86.9%
GSK vs ELF
+393.8%
-306.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +5.2% | +6.3% | -1.1% | +4.9% |
| 30D | +10.2% | +8.5% | +1.7% | +9.7% |
| 3M | -0.9% | +24.4% | -25.3% | -2.0% |
| 6M | +3.5% | +94.7% | -91.2% | 0.0% |
| YTD | +7.2% | +55.9% | -48.6% | +4.4% |
| 1Y | +12.0% | +48.4% | -36.4% | +9.2% |
| 3Y | +67.3% | +24.6% | +42.7% | +58.8% |
| 5Y | +45.3% | +285.0% | -239.8% | +24.3% |
| 10Y | +101.8% | +357.2% | -255.4% | +60.8% |
| All | +86.9% | +393.8% | -306.9% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling