+56.6%
ELAN vs GGLL
+327.4%
-270.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +0.7% |
| 7D | -5.4% | -0.3% | -5.1% | -5.4% |
| 30D | +4.7% | -4.0% | +8.7% | +5.4% |
| 3M | -3.7% | -15.5% | +11.9% | -1.9% |
| 6M | -1.2% | +7.6% | -8.8% | -4.4% |
| YTD | +2.4% | +2.0% | +0.4% | -0.2% |
| 1Y | +23.4% | +63.9% | -40.6% | +9.0% |
| 3Y | +96.7% | +239.7% | -143.0% | +32.9% |
| All | +56.6% | +327.4% | -270.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling