+6.1%
GD vs ELV
+42.8%
-36.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +0.6% | -1.1% | +1.7% | +0.7% |
| 30D | +9.5% | +1.8% | +7.7% | +9.3% |
| 3M | -5.8% | +10.5% | -16.3% | -6.6% |
| 6M | +7.7% | +13.5% | -5.7% | +6.6% |
| YTD | +11.1% | +24.3% | -13.3% | +8.6% |
| 1Y | +6.1% | +38.9% | -32.9% | +1.4% |
| All | +6.1% | +42.8% | -36.7% | +1.4% |
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 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