+84.8%
GSK vs ELF
+373.0%
-288.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.3% |
| 7D | +0.5% | +3.4% | -2.9% | +0.3% |
| 30D | +9.4% | +5.0% | +4.5% | +9.2% |
| 3M | +1.6% | +22.6% | -21.0% | +0.5% |
| 6M | +1.3% | +104.0% | -102.7% | -2.3% |
| YTD | +6.0% | +49.3% | -43.3% | +3.4% |
| 1Y | +9.1% | +46.0% | -37.0% | +6.4% |
| 3Y | +65.4% | +19.4% | +46.0% | +57.3% |
| 5Y | +43.0% | +262.0% | -219.0% | +22.8% |
| 10Y | +103.1% | +320.5% | -217.4% | +61.9% |
| All | +84.8% | +373.0% | -288.3% | +47.4% |
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