+96.7%
ELAN vs GFI
+287.6%
-190.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.5% |
| 7D | -5.4% | -4.9% | -0.6% | -5.0% |
| 30D | +4.7% | +10.7% | -6.0% | +3.8% |
| 3M | -3.7% | +25.6% | -29.3% | -5.8% |
| 6M | -1.2% | -8.3% | +7.1% | -1.5% |
| YTD | +2.4% | +6.3% | -3.9% | +1.9% |
| 1Y | +23.4% | +22.1% | +1.3% | +22.3% |
| 3Y | +96.7% | +289.2% | -192.5% | +79.0% |
| All | +96.7% | +287.6% | -190.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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