+19.2%
GEHC vs ELV
-1.5%
+20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | +21.3% | +0.4% | +20.9% | +21.2% |
| 3M | +12.6% | +8.4% | +4.2% | +11.2% |
| 6M | +34.3% | +8.4% | +25.9% | +32.3% |
| YTD | +1.4% | +24.4% | -22.9% | -3.0% |
| 1Y | +12.5% | +33.5% | -21.0% | +6.2% |
| 3Y | +19.2% | -2.1% | +21.3% | +15.7% |
| All | +19.2% | -1.5% | +20.7% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling