+206.1%
GLD vs ELV
+268.6%
-62.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | +1.0% | -5.5% | -4.6% |
| 30D | -5.5% | +0.4% | -5.8% | -5.5% |
| 3M | -10.9% | +8.4% | -19.3% | -11.0% |
| 6M | -17.4% | +8.4% | -25.9% | -17.5% |
| YTD | -10.3% | +24.4% | -34.7% | -10.7% |
| 1Y | -7.2% | +33.5% | -40.7% | -7.6% |
| 3Y | +96.9% | -2.1% | +99.0% | +96.6% |
| 5Y | +103.8% | +5.8% | +98.0% | +103.3% |
| All | +206.1% | +268.6% | -62.4% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling