+82.3%
ELAN vs GLXY
+7.0%
+75.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.3% | -1.3% |
| 7D | -4.6% | +4.5% | -9.1% | -4.9% |
| 30D | +5.7% | +28.8% | -23.1% | +3.6% |
| 3M | -3.9% | -23.0% | +19.2% | -1.8% |
| 6M | -1.6% | +17.0% | -18.6% | -3.0% |
| YTD | +4.1% | +12.5% | -8.4% | +2.3% |
| 1Y | +25.5% | -5.4% | +30.9% | +22.5% |
| All | +82.3% | +7.0% | +75.3% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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