-35.4%
GIS vs ELV
-7.6%
-27.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -8.6% | -2.2% | -6.4% | -8.4% |
| 30D | -0.5% | -0.2% | -0.3% | -0.4% |
| 3M | +11.9% | -6.1% | +18.0% | +12.4% |
| 6M | -11.6% | +42.8% | -54.4% | -15.2% |
| YTD | -16.3% | +14.4% | -30.7% | -17.9% |
| 1Y | -21.8% | +28.6% | -50.4% | -24.8% |
| All | -35.4% | -7.6% | -27.8% | -36.4% |
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