+62.4%
ELV vs GH
+480.1%
-417.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +2.0% | -4.5% | +6.4% | +2.3% |
| 3M | -3.5% | +28.9% | -32.4% | -5.7% |
| 6M | +40.2% | +76.5% | -36.3% | +33.0% |
| YTD | +15.8% | +57.6% | -41.8% | +10.7% |
| 1Y | +33.2% | +167.5% | -134.4% | +20.9% |
| 3Y | -6.2% | +377.4% | -383.6% | -21.6% |
| 5Y | +16.4% | +23.8% | -7.4% | +8.0% |
| All | +62.4% | +480.1% | -417.7% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling