+99.9%
ELAN vs GGLL
+226.0%
-126.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.8% | -1.1% |
| 7D | -4.6% | -3.9% | -0.7% | -4.1% |
| 30D | +5.7% | -15.4% | +21.1% | +8.0% |
| 3M | -3.9% | -21.9% | +18.0% | -1.4% |
| 6M | -1.6% | +4.5% | -6.1% | -3.1% |
| YTD | +4.1% | -2.4% | +6.5% | +3.2% |
| 1Y | +25.5% | +57.8% | -32.3% | +17.3% |
| All | +99.9% | +226.0% | -126.1% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling