+1,364.5%
GD vs ELV
+2,568.9%
-1,204.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | -5.0% | +1.3% | -6.3% | -5.4% |
| 30D | +8.9% | +5.3% | +3.7% | +7.3% |
| 3M | -8.0% | +9.2% | -17.3% | -10.5% |
| 6M | +2.9% | +14.5% | -11.6% | -1.6% |
| YTD | +7.1% | +23.2% | -16.1% | -0.7% |
| 1Y | +5.9% | +38.0% | -32.1% | -5.1% |
| 3Y | +53.9% | -1.5% | +55.4% | +48.2% |
| 5Y | +95.4% | +8.5% | +86.9% | +80.2% |
| 10Y | +193.5% | +309.5% | -116.0% | +78.3% |
| All | +1,364.5% | +2,568.9% | -1,204.5% | +494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling