-33.4%
ELAN vs GPC
+67.7%
-101.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +8.4% | -0.4% | +8.8% | +8.6% |
| 3M | +1.2% | +39.2% | -38.0% | -14.0% |
| 6M | +2.6% | +18.2% | -15.6% | -6.0% |
| YTD | +5.9% | +12.1% | -6.2% | -1.6% |
| 1Y | +25.8% | -0.7% | +26.5% | +23.4% |
| 3Y | +106.8% | -1.7% | +108.5% | +96.5% |
| 5Y | -29.3% | +29.3% | -58.6% | -41.6% |
| All | -33.4% | +67.7% | -101.1% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling