+632.4%
GEV vs ELV
-16.2%
+648.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.8% |
| 7D | +1.6% | +2.8% | -1.1% | +1.7% |
| 30D | -7.9% | +4.9% | -12.9% | -7.8% |
| 3M | +5.6% | +4.9% | +0.7% | +5.9% |
| 6M | +13.1% | +45.1% | -32.0% | +13.0% |
| YTD | +46.7% | +20.7% | +26.1% | +46.1% |
| 1Y | +51.3% | +35.0% | +16.3% | +50.6% |
| All | +632.4% | -16.2% | +648.7% | +651.6% |
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