+96.7%
ELAN vs GFS
-19.7%
+116.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.9% |
| 7D | -5.4% | +3.8% | -9.3% | -6.2% |
| 30D | +4.7% | -11.7% | +16.4% | +7.5% |
| 3M | -3.7% | -41.8% | +38.1% | +8.3% |
| 6M | -1.2% | +6.6% | -7.8% | -7.3% |
| YTD | +2.4% | +34.6% | -32.3% | -11.2% |
| 1Y | +23.4% | +46.2% | -22.8% | +3.3% |
| 3Y | +96.7% | -20.3% | +117.0% | +74.5% |
| All | +96.7% | -19.7% | +116.4% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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