+65.5%
ELAN vs GGLL
+328.7%
-263.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.8% |
| 7D | +1.6% | -4.8% | +6.4% | +2.5% |
| 30D | -6.6% | -13.7% | +7.1% | -4.0% |
| 3M | -0.8% | -21.9% | +21.0% | +2.7% |
| 6M | +0.2% | +11.7% | -11.4% | -3.6% |
| YTD | +8.3% | +2.3% | +6.0% | +5.5% |
| 1Y | +40.2% | +76.2% | -35.9% | +22.2% |
| 3Y | +97.7% | +245.0% | -147.3% | +32.9% |
| All | +65.5% | +328.7% | -263.1% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling