+5.9%
GD vs ELV
+36.4%
-30.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.5% |
| 7D | -5.0% | +1.3% | -6.3% | -5.1% |
| 30D | +8.9% | +5.3% | +3.7% | +8.4% |
| 3M | -8.0% | +9.2% | -17.3% | -8.7% |
| 6M | +2.9% | +14.5% | -11.6% | +1.8% |
| YTD | +7.1% | +23.2% | -16.1% | +5.2% |
| 1Y | +5.9% | +38.0% | -32.1% | +3.0% |
| All | +5.9% | +36.4% | -30.5% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling