+191.5%
GD vs ELV
+276.4%
-84.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -5.3% | +3.3% | -8.6% | -6.1% |
| 30D | -6.4% | +4.2% | -10.6% | -7.5% |
| 3M | +5.7% | -0.1% | +5.8% | +5.3% |
| 6M | -0.9% | +41.3% | -42.2% | -11.0% |
| YTD | +8.2% | +17.4% | -9.3% | +1.7% |
| 1Y | +13.4% | +35.1% | -21.6% | +1.7% |
| 3Y | +68.5% | -3.2% | +71.7% | +63.1% |
| 5Y | +97.2% | +15.6% | +81.5% | +75.0% |
| All | +191.5% | +276.4% | -84.9% | +76.6% |
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