-2.9%
ELV vs GTLB
-10.3%
+7.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.9% | +4.9% |
| 7D | +0.4% | -4.1% | +4.5% | +0.5% |
| 30D | +6.7% | +12.3% | -5.6% | +6.6% |
| 3M | +3.0% | +65.9% | -62.9% | +2.5% |
| 6M | +48.0% | +104.0% | -56.0% | +47.4% |
| YTD | +20.0% | +26.0% | -6.0% | +20.0% |
| 1Y | +37.9% | -3.5% | +41.4% | +37.8% |
| All | -2.9% | -10.3% | +7.4% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling