+2,353.8%
ELV vs GPN
+1,252.5%
+1,101.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.5% |
| 7D | -2.2% | -6.2% | +4.0% | -0.5% |
| 30D | -0.2% | +1.0% | -1.2% | -0.6% |
| 3M | -6.1% | +36.9% | -43.0% | -14.6% |
| 6M | +42.8% | +16.8% | +26.0% | +34.9% |
| YTD | +14.4% | +13.2% | +1.2% | +8.2% |
| 1Y | +28.6% | +1.4% | +27.2% | +25.3% |
| 3Y | -7.4% | -28.6% | +21.2% | -3.4% |
| 5Y | +14.5% | -47.0% | +61.5% | +26.0% |
| 10Y | +257.4% | +25.2% | +232.3% | +205.4% |
| All | +2,353.8% | +1,252.5% | +1,101.3% | +1,202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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