+424.5%
GE vs ELV
+13.8%
+410.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.6% |
| 7D | -1.2% | -2.2% | +1.0% | -0.9% |
| 30D | -11.3% | -0.2% | -11.1% | -11.3% |
| 3M | -1.4% | -6.1% | +4.7% | -0.6% |
| 6M | +1.2% | +42.8% | -41.6% | -5.6% |
| YTD | +5.9% | +14.4% | -8.5% | +2.2% |
| 1Y | +18.4% | +28.6% | -10.2% | +11.3% |
| 3Y | +271.0% | -7.4% | +278.4% | +268.6% |
| All | +424.5% | +13.8% | +410.7% | +341.8% |
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 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