+100.5%
GD vs ELV
+5.9%
+94.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.5% |
| 30D | +8.6% | +0.4% | +8.2% | +8.5% |
| 3M | -7.1% | +8.4% | -15.4% | -8.5% |
| 6M | +7.5% | +8.4% | -1.0% | +5.5% |
| YTD | +9.9% | +24.4% | -14.5% | +4.6% |
| 1Y | +7.6% | +33.5% | -25.9% | +0.7% |
| 3Y | +56.2% | -2.1% | +58.3% | +53.6% |
| All | +100.5% | +5.9% | +94.6% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling