+28.6%
ELV vs GGLL
+64.8%
-36.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.3% | -1.1% |
| 7D | -2.2% | -3.9% | +1.7% | -2.1% |
| 30D | -0.2% | -15.4% | +15.2% | +0.2% |
| 3M | -6.1% | -21.9% | +15.8% | -5.6% |
| 6M | +42.8% | +4.5% | +38.3% | +41.4% |
| YTD | +14.4% | -2.4% | +16.8% | +13.4% |
| 1Y | +28.6% | +57.8% | -29.2% | +33.0% |
| All | +28.6% | +64.8% | -36.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling