+2,419.4%
ELV vs GPC
+814.5%
+1,604.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | +3.3% | +1.2% | +2.1% | +2.7% |
| 30D | +4.2% | +6.0% | -1.8% | +1.4% |
| 3M | -0.1% | +42.6% | -42.7% | -16.1% |
| 6M | +41.3% | +22.8% | +18.5% | +26.2% |
| YTD | +17.4% | +15.5% | +2.0% | +6.8% |
| 1Y | +35.1% | +2.0% | +33.0% | +30.1% |
| 3Y | -3.2% | -1.4% | -1.8% | -9.5% |
| 5Y | +15.6% | +30.6% | -15.0% | -8.4% |
| 10Y | +276.8% | +80.6% | +196.2% | +139.0% |
| All | +2,419.4% | +814.5% | +1,604.9% | +582.4% |
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