+109.8%
ELAN vs GLDM
+130.1%
-20.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.6% | -0.5% | +2.2% | +1.7% |
| 30D | -6.6% | +4.4% | -11.0% | -7.2% |
| 3M | -0.8% | -1.1% | +0.2% | -0.9% |
| 6M | +0.2% | -13.7% | +13.9% | +0.9% |
| YTD | +8.3% | +2.8% | +5.5% | +8.7% |
| 1Y | +40.2% | +24.8% | +15.4% | +40.9% |
| All | +109.8% | +130.1% | -20.4% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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