+1,374.0%
GD vs ELV
+2,609.0%
-1,235.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -3.9% | +2.4% | -6.3% | -4.6% |
| 30D | +8.1% | +8.0% | +0.1% | +5.7% |
| 3M | -6.8% | +10.9% | -17.7% | -9.6% |
| 6M | +3.0% | +18.0% | -15.0% | -2.4% |
| YTD | +7.8% | +25.0% | -17.3% | -0.5% |
| 1Y | +5.8% | +38.5% | -32.7% | -5.3% |
| 3Y | +55.3% | +1.0% | +54.3% | +48.5% |
| 5Y | +96.7% | +10.1% | +86.6% | +80.6% |
| 10Y | +195.4% | +315.6% | -120.2% | +78.7% |
| All | +1,374.0% | +2,609.0% | -1,235.0% | +496.2% |
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