-28.0%
ELAN vs GLDM
+143.3%
-171.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | -0.8% | -1.1% | +0.2% | -0.9% |
| 6M | +0.2% | -13.7% | +13.9% | +1.5% |
| YTD | +8.3% | +2.8% | +5.5% | +7.9% |
| 1Y | +40.2% | +24.8% | +15.4% | +37.5% |
| 3Y | +97.7% | +127.8% | -30.1% | +74.2% |
| All | -28.0% | +143.3% | -171.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling