+59.1%
ELAN vs GGLL
+309.0%
-249.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.8% | -0.9% |
| 7D | -4.6% | -3.9% | -0.7% | -3.9% |
| 30D | +5.7% | -15.4% | +21.1% | +8.9% |
| 3M | -3.9% | -21.9% | +18.0% | -0.5% |
| 6M | -1.6% | +4.5% | -6.1% | -4.2% |
| YTD | +4.1% | -2.4% | +6.5% | +2.3% |
| 1Y | +25.5% | +57.8% | -32.3% | +11.7% |
| 3Y | +103.2% | +227.2% | -124.0% | +38.1% |
| All | +59.1% | +309.0% | -249.9% | -3.4% |
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