+458.9%
GS vs ELV
+269.1%
+189.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | -0.1% | -1.1% | +1.0% | +0.2% |
| 30D | +3.7% | +1.8% | +1.9% | +3.0% |
| 3M | -10.0% | +10.5% | -20.5% | -13.1% |
| 6M | -1.0% | +13.5% | -14.4% | -5.9% |
| YTD | +7.0% | +24.3% | -17.3% | -2.3% |
| 1Y | +16.6% | +38.9% | -22.3% | +2.4% |
| 3Y | +204.4% | -1.5% | +205.9% | +190.6% |
| 5Y | +160.0% | +7.3% | +152.7% | +133.2% |
| 10Y | +458.9% | +268.7% | +190.1% | +210.8% |
| All | +458.9% | +269.1% | +189.8% | +210.8% |
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