-2.0%
ELV vs GNRC
+61.6%
-63.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.4% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +5.4% | -15.7% | +21.1% | +5.9% |
| 3M | +5.4% | -27.3% | +32.7% | +6.1% |
| 6M | +45.7% | -12.1% | +57.8% | +44.5% |
| YTD | +21.2% | +37.1% | -15.9% | +17.3% |
| 1Y | +35.6% | -0.5% | +36.1% | +32.9% |
| 3Y | -2.0% | +61.5% | -63.5% | -3.6% |
| All | -2.0% | +61.6% | -63.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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