+96.7%
ELAN vs GME
+18.5%
+78.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.2% |
| 7D | -5.4% | +10.4% | -15.8% | -5.8% |
| 30D | +4.7% | +14.1% | -9.4% | +4.1% |
| 3M | -3.7% | -4.6% | +1.0% | -3.5% |
| 6M | -1.2% | -13.5% | +12.3% | -0.7% |
| YTD | +2.4% | +5.3% | -2.9% | +2.3% |
| 1Y | +23.4% | -14.9% | +38.3% | +24.0% |
| 3Y | +96.7% | +24.3% | +72.4% | +85.6% |
| All | +96.7% | +18.5% | +78.2% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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