-2.0%
ELV vs GFS
-19.7%
+17.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.5% |
| 7D | +3.2% | +3.8% | -0.6% | +3.2% |
| 30D | +5.4% | -11.7% | +17.1% | +5.3% |
| 3M | +5.4% | -41.8% | +47.1% | +4.9% |
| 6M | +45.7% | +6.6% | +39.1% | +43.7% |
| YTD | +21.2% | +34.6% | -13.4% | +18.5% |
| 1Y | +35.6% | +46.2% | -10.5% | +32.1% |
| 3Y | -2.0% | -20.3% | +18.3% | -3.5% |
| All | -2.0% | -19.7% | +17.7% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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