-24.8%
GIS vs ELV
+36.0%
-60.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -6.4% | +3.2% | -9.6% | -6.5% |
| 30D | -6.1% | +5.4% | -11.5% | -6.4% |
| 3M | +7.8% | +5.4% | +2.5% | +7.1% |
| 6M | -8.8% | +45.7% | -54.5% | -9.4% |
| YTD | -19.1% | +21.2% | -40.3% | -19.5% |
| 1Y | -24.8% | +35.6% | -60.4% | -28.7% |
| All | -24.8% | +36.0% | -60.8% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling