-32.8%
ELAN vs GH
+473.1%
-505.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.5% |
| 7D | -6.4% | -1.2% | -5.1% | -6.2% |
| 30D | +0.6% | -3.7% | +4.2% | +1.1% |
| 3M | 0.0% | +21.7% | -21.7% | -4.0% |
| 6M | -3.4% | +75.7% | -79.2% | -13.0% |
| YTD | +1.0% | +55.7% | -54.7% | -7.5% |
| 1Y | +24.7% | +181.1% | -156.4% | +2.8% |
| 3Y | +97.2% | +371.6% | -274.4% | +41.8% |
| 5Y | -31.5% | +23.2% | -54.7% | -45.0% |
| All | -32.8% | +473.1% | -505.9% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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