-30.4%
ELAN vs GPC
+29.4%
-59.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -5.4% | -3.2% | -2.2% | -4.1% |
| 30D | +4.7% | +0.5% | +4.2% | +4.5% |
| 3M | -3.7% | +31.7% | -35.4% | -15.7% |
| 6M | -1.2% | +24.7% | -25.9% | -11.4% |
| YTD | +2.4% | +11.8% | -9.4% | -4.9% |
| 1Y | +23.4% | -3.0% | +26.3% | +21.9% |
| 3Y | +96.7% | -1.1% | +97.8% | +83.9% |
| All | -30.4% | +29.4% | -59.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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