+6.4%
ELV vs GPC
+4.3%
+2.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | +1.0% | +0.4% | +0.5% | +0.8% |
| 30D | +0.4% | -6.3% | +6.7% | +1.6% |
| 3M | +8.4% | -8.2% | +16.5% | +10.1% |
| 6M | +8.4% | +27.1% | -18.7% | +1.5% |
| YTD | +24.4% | +3.1% | +21.2% | +21.8% |
| 1Y | +33.5% | +0.1% | +33.4% | +31.9% |
| 3Y | -2.1% | +0.2% | -2.3% | -5.9% |
| All | +6.4% | +4.3% | +2.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling