-35.6%
ELAN vs GPN
-26.6%
-9.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -4.3% | -1.1% | -3.7% |
| 30D | +4.7% | 0.0% | +4.7% | +4.5% |
| 3M | -3.7% | +35.8% | -39.5% | -15.9% |
| 6M | -1.2% | +22.0% | -23.2% | -10.4% |
| YTD | +2.4% | +15.2% | -12.8% | -6.0% |
| 1Y | +23.4% | +3.5% | +19.9% | +17.9% |
| 3Y | +96.7% | -26.9% | +123.6% | +113.3% |
| 5Y | -30.6% | -44.2% | +13.6% | -18.4% |
| All | -35.6% | -26.6% | -9.0% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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