+643.2%
GEV vs ELV
-19.6%
+662.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.1% |
| 7D | +8.1% | -0.3% | +8.4% | +8.1% |
| 30D | -1.9% | +2.0% | -3.9% | -1.8% |
| 3M | +4.1% | -3.5% | +7.5% | +4.2% |
| 6M | +23.2% | +40.2% | -17.0% | +23.1% |
| YTD | +48.9% | +15.8% | +33.1% | +48.1% |
| 1Y | +62.2% | +33.2% | +29.0% | +61.3% |
| All | +643.2% | -19.6% | +662.8% | +661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling