+40.0%
GLW vs ELV
+34.6%
+5.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +1.0% | +6.8% | +8.3% |
| 30D | -18.8% | +0.4% | -19.2% | -18.3% |
| 3M | -27.7% | +8.4% | -36.1% | -24.7% |
| 6M | -44.4% | +8.4% | -52.9% | -40.8% |
| YTD | +31.3% | +24.4% | +6.9% | +35.8% |
| 1Y | +40.0% | +33.5% | +6.6% | +39.7% |
| All | +40.0% | +34.6% | +5.5% | +39.7% |
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