+42.5%
GS vs ELV
+30.0%
+12.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +0.2% | +2.0% | -1.8% | -0.1% |
| 3M | -0.3% | -3.5% | +3.2% | -0.1% |
| 6M | +27.4% | +40.2% | -12.8% | +20.1% |
| YTD | +19.6% | +15.8% | +3.8% | +15.7% |
| 1Y | +42.5% | +33.2% | +9.3% | +35.4% |
| All | +42.5% | +30.0% | +12.4% | +35.4% |
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