+1,463.3%
GS vs ELV
+2,568.9%
-1,105.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -3.2% | +1.3% | -4.5% | -3.7% |
| 30D | -2.4% | +5.3% | -7.7% | -4.5% |
| 3M | -15.7% | +9.2% | -25.0% | -18.9% |
| 6M | -6.8% | +14.5% | -21.3% | -12.7% |
| YTD | -0.1% | +23.2% | -23.3% | -10.3% |
| 1Y | +12.1% | +38.0% | -26.0% | -4.1% |
| 3Y | +185.8% | -1.5% | +187.3% | +168.0% |
| 5Y | +140.1% | +8.5% | +131.6% | +110.4% |
| 10Y | +505.2% | +309.5% | +195.8% | +176.1% |
| All | +1,463.3% | +2,568.9% | -1,105.6% | +283.1% |
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