-2.0%
ELV vs GH
+363.0%
-365.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +3.2% | -2.5% | +5.7% | +3.3% |
| 30D | +5.4% | -4.7% | +10.0% | +5.6% |
| 3M | +5.4% | +20.2% | -14.9% | +4.5% |
| 6M | +45.7% | +78.8% | -33.1% | +42.1% |
| YTD | +21.2% | +54.1% | -32.9% | +18.7% |
| 1Y | +35.6% | +177.1% | -141.5% | +29.4% |
| 3Y | -2.0% | +371.6% | -373.6% | -8.0% |
| All | -2.0% | +363.0% | -365.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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