+7.2%
GEHC vs ELV
-13.9%
+21.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -7.2% | +3.2% | -10.4% | -7.5% |
| 30D | -11.6% | +5.4% | -16.9% | -12.2% |
| 3M | -0.8% | +5.4% | -6.2% | -1.8% |
| 6M | -11.9% | +45.7% | -57.6% | -17.3% |
| YTD | -21.9% | +21.2% | -43.1% | -24.8% |
| 1Y | -17.8% | +35.6% | -53.5% | -22.3% |
| 3Y | -3.5% | -2.0% | -1.5% | -4.3% |
| All | +7.2% | -13.9% | +21.1% | +8.9% |
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