-35.6%
ELAN vs GFI
+2,119.5%
-2,155.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.4% |
| 7D | -5.4% | -4.9% | -0.6% | -5.2% |
| 30D | +4.7% | +10.7% | -6.0% | +4.2% |
| 3M | -3.7% | +25.6% | -29.3% | -4.8% |
| 6M | -1.2% | -8.3% | +7.1% | -1.3% |
| YTD | +2.4% | +6.3% | -3.9% | +1.9% |
| 1Y | +23.4% | +22.1% | +1.3% | +22.1% |
| 3Y | +96.7% | +289.2% | -192.5% | +86.8% |
| 5Y | -30.6% | +531.7% | -562.2% | -35.3% |
| All | -35.6% | +2,119.5% | -2,155.1% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling