+2,568.1%
ELV vs GAP
+196.8%
+2,371.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.0% | -1.9% | +2.9% | +1.2% |
| 30D | +0.4% | -7.1% | +7.4% | +1.5% |
| 3M | +8.4% | +4.1% | +4.3% | +7.1% |
| 6M | +8.4% | +1.9% | +6.5% | +6.9% |
| YTD | +24.4% | -15.2% | +39.6% | +25.7% |
| 1Y | +33.5% | -10.6% | +44.1% | +33.5% |
| 3Y | -2.1% | +74.6% | -76.7% | -19.7% |
| 5Y | +5.8% | +3.7% | +2.1% | -9.2% |
| 10Y | +268.9% | +2.4% | +266.5% | +170.8% |
| All | +2,568.1% | +196.8% | +2,371.3% | +1,203.0% |
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