+271.8%
ELV vs GPC
+87.0%
+184.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.7% |
| 7D | +0.9% | -1.8% | +2.6% | +1.6% |
| 30D | +7.2% | +0.1% | +7.1% | +7.0% |
| 3M | +3.4% | +37.4% | -34.0% | -10.9% |
| 6M | +48.6% | +25.4% | +23.2% | +32.4% |
| YTD | +20.6% | +12.2% | +8.4% | +11.7% |
| 1Y | +38.5% | -0.3% | +38.8% | +35.5% |
| 3Y | -2.4% | -1.6% | -0.8% | -8.2% |
| 5Y | +25.3% | +31.0% | -5.6% | -2.7% |
| All | +271.8% | +87.0% | +184.8% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling