-22.6%
ELAN vs GLDM
+121.8%
-144.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.8% |
| 7D | +11.6% | +4.7% | +7.0% | +10.7% |
| 30D | +15.1% | -0.9% | +16.0% | +15.2% |
| 3M | +6.4% | -4.3% | +10.7% | +7.1% |
| 6M | -1.7% | -13.4% | +11.7% | +0.3% |
| YTD | +13.7% | -5.8% | +19.6% | +15.0% |
| 1Y | +19.6% | +2.1% | +17.6% | +20.2% |
| 3Y | +175.0% | +105.0% | +70.0% | +146.1% |
| All | -22.6% | +121.8% | -144.3% | -37.8% |
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 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