+177.4%
GD vs ELV
+298.7%
-121.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.7% |
| 7D | -3.0% | +1.1% | -4.2% | -3.4% |
| 30D | +9.3% | +1.3% | +8.0% | +8.7% |
| 3M | -7.2% | +6.6% | -13.8% | -9.1% |
| 6M | +5.5% | +11.6% | -6.1% | +1.4% |
| YTD | +9.5% | +21.1% | -11.6% | +1.8% |
| 1Y | +6.4% | +34.2% | -27.8% | -4.4% |
| 3Y | +59.8% | -2.9% | +62.8% | +54.6% |
| 5Y | +98.0% | +4.6% | +93.4% | +82.8% |
| 10Y | +177.4% | +272.8% | -95.4% | +68.7% |
| All | +177.4% | +298.7% | -121.3% | +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