+70.8%
GD vs ELV
-3.7%
+74.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -5.3% | +3.3% | -8.6% | -5.7% |
| 30D | -6.4% | +4.2% | -10.6% | -6.9% |
| 3M | +5.7% | -0.1% | +5.8% | +5.5% |
| 6M | -0.9% | +41.3% | -42.2% | -5.4% |
| YTD | +8.2% | +17.4% | -9.3% | +5.4% |
| 1Y | +13.4% | +35.1% | -21.6% | +7.9% |
| All | +70.8% | -3.7% | +74.5% | +66.0% |
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 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