-2.0%
ELV vs GWRE
+50.1%
-52.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +3.2% | -13.2% | +16.4% | +3.9% |
| 30D | +5.4% | -18.6% | +23.9% | +6.3% |
| 3M | +5.4% | +18.9% | -13.5% | +4.1% |
| 6M | +45.7% | -11.0% | +56.7% | +45.8% |
| YTD | +21.2% | -29.9% | +51.1% | +23.3% |
| 1Y | +35.6% | -44.3% | +80.0% | +40.3% |
| 3Y | -2.0% | +51.7% | -53.7% | -5.3% |
| All | -2.0% | +50.1% | -52.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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