+21.8%
ELAN vs GGLL
-11.0%
+32.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | +4.0% | +7.7% | -3.6% | +2.9% |
| 30D | +18.8% | -30.2% | +49.0% | +24.4% |
| 3M | +19.0% | -31.3% | +50.2% | +24.6% |
| 6M | +22.8% | -52.1% | +74.9% | +38.6% |
| YTD | +18.3% | -25.9% | +44.2% | +19.7% |
| 1Y | +21.8% | -8.5% | +30.2% | +14.7% |
| All | +21.8% | -11.0% | +32.8% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling