+152.0%
GE vs ELV
+268.6%
-116.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | +8.1% | +0.4% | +7.7% | +7.8% |
| 3M | -7.9% | +8.4% | -16.2% | -10.5% |
| 6M | +12.9% | +8.4% | +4.5% | +8.9% |
| YTD | +8.2% | +24.4% | -16.2% | -1.5% |
| 1Y | +9.7% | +33.5% | -23.8% | -2.7% |
| 3Y | +266.1% | -2.1% | +268.2% | +250.8% |
| 5Y | +407.4% | +5.8% | +401.6% | +358.2% |
| All | +152.0% | +268.6% | -116.6% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling