+2,568.1%
ELV vs GPC
+716.8%
+1,851.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | +1.0% | +0.4% | +0.5% | +0.7% |
| 30D | +0.4% | -6.3% | +6.7% | +3.0% |
| 3M | +8.4% | -8.2% | +16.5% | +12.0% |
| 6M | +8.4% | +27.1% | -18.7% | -4.8% |
| YTD | +24.4% | +3.1% | +21.2% | +18.4% |
| 1Y | +33.5% | +0.1% | +33.4% | +29.0% |
| 3Y | -2.1% | +0.2% | -2.3% | -9.6% |
| 5Y | +5.8% | +4.9% | +0.9% | -7.2% |
| 10Y | +268.9% | +75.2% | +193.7% | +136.0% |
| All | +2,568.1% | +716.8% | +1,851.3% | +656.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling