+164.9%
GD vs ELV
+268.8%
-103.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +9.2% | +1.1% | +8.1% | +8.8% |
| 3M | -7.5% | +8.2% | -15.6% | -9.7% |
| 6M | +5.8% | +10.2% | -4.5% | +2.1% |
| YTD | +9.8% | +24.4% | -14.6% | +1.3% |
| 1Y | +5.8% | +33.8% | -28.0% | -4.7% |
| 3Y | +58.0% | -1.4% | +59.4% | +52.3% |
| 5Y | +100.4% | +5.8% | +94.6% | +84.8% |
| All | +164.9% | +268.8% | -103.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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