+185.8%
GS vs ELV
-0.8%
+186.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | -2.4% | +5.3% | -7.7% | -2.9% |
| 3M | -15.7% | +9.2% | -25.0% | -16.5% |
| 6M | -6.8% | +14.5% | -21.3% | -8.2% |
| YTD | -0.1% | +23.2% | -23.3% | -2.6% |
| 1Y | +12.1% | +38.0% | -26.0% | +8.3% |
| 3Y | +185.8% | -1.5% | +187.3% | +189.0% |
| All | +185.8% | -0.8% | +186.5% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling