+24.7%
ELAN vs GGLL
+60.5%
-35.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -6.4% | -5.8% | -0.6% | -5.4% |
| 30D | +0.6% | -7.2% | +7.8% | +1.9% |
| 3M | 0.0% | -17.5% | +17.5% | +2.3% |
| 6M | -3.4% | +5.1% | -8.5% | -5.8% |
| YTD | +1.0% | -1.3% | +2.4% | -0.8% |
| 1Y | +24.7% | +60.2% | -35.5% | +10.2% |
| All | +24.7% | +60.5% | -35.8% | +10.2% |
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