-30.4%
ELAN vs GNRC
-58.7%
+28.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.6% | +0.5% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +4.7% | -15.7% | +20.4% | +9.7% |
| 3M | -3.7% | -27.3% | +23.7% | +4.4% |
| 6M | -1.2% | -12.1% | +10.9% | +0.6% |
| YTD | +2.4% | +37.1% | -34.7% | -9.3% |
| 1Y | +23.4% | -0.5% | +23.8% | +19.0% |
| 3Y | +96.7% | +61.5% | +35.2% | +58.1% |
| All | -30.4% | -58.7% | +28.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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