+2,419.4%
ELV vs GAP
+213.6%
+2,205.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +3.3% | -4.5% | +7.8% | +4.1% |
| 30D | +4.2% | +9.0% | -4.9% | +2.4% |
| 3M | -0.1% | +5.0% | -5.1% | -1.3% |
| 6M | +41.3% | -17.8% | +59.1% | +44.1% |
| YTD | +17.4% | -10.4% | +27.8% | +17.9% |
| 1Y | +35.1% | -3.4% | +38.4% | +33.2% |
| 3Y | -3.2% | +111.5% | -114.7% | -23.7% |
| 5Y | +15.6% | +8.8% | +6.8% | -1.6% |
| 10Y | +276.8% | +32.9% | +243.9% | +160.9% |
| All | +2,419.4% | +213.6% | +2,205.7% | +1,121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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