+1,543.4%
GS vs ELV
+2,594.2%
-1,050.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.6% |
| 7D | +1.6% | +3.8% | -2.3% | 0.0% |
| 30D | +1.7% | +4.1% | -2.4% | -0.1% |
| 3M | -11.6% | +8.5% | -20.1% | -14.8% |
| 6M | -1.9% | +14.6% | -16.5% | -8.2% |
| YTD | +5.1% | +24.4% | -19.3% | -6.1% |
| 1Y | +16.4% | +44.2% | -27.8% | -2.1% |
| 3Y | +199.0% | -1.4% | +200.4% | +180.1% |
| 5Y | +157.4% | +8.8% | +148.6% | +125.3% |
| 10Y | +457.2% | +268.4% | +188.9% | +166.2% |
| All | +1,543.4% | +2,594.2% | -1,050.8% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling