+231.1%
GM vs ELV
+280.2%
-49.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.4% | +3.2% | -5.6% | -3.4% |
| 30D | -1.1% | +5.4% | -6.5% | -2.8% |
| 3M | +6.1% | +5.4% | +0.8% | +3.7% |
| 6M | +15.0% | +45.7% | -30.7% | +0.7% |
| YTD | +6.0% | +21.2% | -15.2% | -2.6% |
| 1Y | +47.1% | +35.6% | +11.5% | +29.1% |
| 3Y | +170.5% | -2.0% | +172.5% | +157.9% |
| 5Y | +80.5% | +26.0% | +54.5% | +50.5% |
| All | +231.1% | +280.2% | -49.1% | +89.8% |
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