+78.9%
ELAN vs GGLL
+206.6%
-127.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.8% |
| 7D | +4.6% | +2.9% | +1.7% | +4.1% |
| 30D | +17.4% | -33.1% | +50.5% | +24.9% |
| 3M | +16.5% | -31.2% | +47.7% | +23.0% |
| 6M | +21.9% | -49.4% | +71.3% | +34.8% |
| YTD | +17.0% | -26.8% | +43.9% | +19.5% |
| 1Y | +15.8% | -17.7% | +33.5% | +15.2% |
| 3Y | +147.9% | +160.4% | -12.5% | +72.6% |
| All | +78.9% | +206.6% | -127.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling