-1.7%
GEHC vs ELV
-7.6%
+6.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -7.6% | -2.2% | -5.4% | -7.3% |
| 30D | -10.7% | -0.2% | -10.5% | -10.6% |
| 3M | -1.2% | -6.1% | +4.9% | -0.5% |
| 6M | -13.7% | +42.8% | -56.6% | -19.5% |
| YTD | -20.4% | +14.4% | -34.8% | -23.0% |
| 1Y | -17.0% | +28.6% | -45.7% | -21.5% |
| All | -1.7% | -7.6% | +6.0% | -4.3% |
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