+268.8%
GIS vs ELV
+2,409.5%
-2,140.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -8.3% | -0.3% | -8.0% | -8.2% |
| 30D | +2.2% | +2.0% | +0.2% | +1.8% |
| 3M | +15.7% | -3.5% | +19.2% | +16.1% |
| 6M | -12.0% | +40.2% | -52.2% | -16.7% |
| YTD | -15.0% | +15.8% | -30.8% | -17.5% |
| 1Y | -20.1% | +33.2% | -53.3% | -24.3% |
| 3Y | -34.6% | -6.2% | -28.4% | -35.3% |
| 5Y | -22.8% | +16.4% | -39.3% | -26.6% |
| 10Y | -18.5% | +259.8% | -278.3% | -36.4% |
| All | +268.8% | +2,409.5% | -2,140.7% | +113.9% |
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 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