+59.9%
GD vs ELV
-0.6%
+60.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.1% |
| 7D | -1.9% | +3.8% | -5.7% | -2.4% |
| 30D | +10.9% | +4.1% | +6.8% | +10.3% |
| 3M | -6.8% | +8.5% | -15.3% | -7.8% |
| 6M | +7.0% | +14.6% | -7.6% | +4.9% |
| YTD | +11.1% | +24.4% | -13.2% | +7.5% |
| 1Y | +7.0% | +44.2% | -37.2% | +1.2% |
| 3Y | +59.9% | -1.4% | +61.3% | +55.9% |
| All | +59.9% | -0.6% | +60.5% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling