+174.0%
GD vs ELV
+280.6%
-106.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.7% |
| 7D | -1.9% | +3.8% | -5.7% | -3.0% |
| 30D | +10.9% | +4.1% | +6.8% | +9.5% |
| 3M | -6.8% | +8.5% | -15.3% | -9.1% |
| 6M | +7.0% | +14.6% | -7.6% | +2.2% |
| YTD | +11.1% | +24.4% | -13.2% | +2.6% |
| 1Y | +7.0% | +44.2% | -37.2% | -5.8% |
| 3Y | +59.9% | -1.4% | +61.3% | +54.2% |
| 5Y | +102.5% | +8.8% | +93.7% | +84.8% |
| 10Y | +174.0% | +268.4% | -94.3% | +73.4% |
| All | +174.0% | +280.6% | -106.6% | +73.4% |
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