+438.8%
GS vs ELV
+268.6%
+170.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +5.9% | +1.0% | +4.9% | +5.5% |
| 30D | +4.3% | +0.4% | +3.9% | +4.0% |
| 3M | -11.7% | +8.4% | -20.0% | -14.2% |
| 6M | -3.2% | +8.4% | -11.6% | -6.5% |
| YTD | +5.8% | +24.4% | -18.6% | -3.4% |
| 1Y | +16.0% | +33.5% | -17.5% | +3.3% |
| 3Y | +199.8% | -2.1% | +201.8% | +186.9% |
| 5Y | +155.5% | +5.8% | +149.7% | +130.6% |
| All | +438.8% | +268.6% | +170.3% | +210.2% |
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