+14.8%
ELV vs GTLB
-50.1%
+64.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.5% |
| 7D | +2.8% | -5.7% | +8.5% | +2.9% |
| 30D | +4.9% | +15.1% | -10.2% | +4.6% |
| 3M | +4.9% | +65.5% | -60.6% | +3.9% |
| 6M | +45.1% | +102.9% | -57.8% | +43.2% |
| YTD | +20.7% | +25.2% | -4.5% | +20.1% |
| 1Y | +35.0% | -5.5% | +40.6% | +34.9% |
| 3Y | -2.4% | -10.9% | +8.5% | -3.0% |
| All | +14.8% | -50.1% | +64.9% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling