-35.6%
ELAN vs GRMN
+386.2%
-421.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.9% | -0.6% |
| 7D | -5.4% | +2.4% | -7.9% | -6.5% |
| 30D | +4.7% | -8.5% | +13.2% | +9.0% |
| 3M | -3.7% | +19.5% | -23.1% | -12.7% |
| 6M | -1.2% | +21.2% | -22.4% | -11.0% |
| YTD | +2.4% | +41.0% | -38.7% | -14.8% |
| 1Y | +23.4% | +19.6% | +3.8% | +10.3% |
| 3Y | +96.7% | +183.8% | -87.1% | +5.9% |
| 5Y | -30.6% | +83.0% | -113.6% | -54.2% |
| All | -35.6% | +386.2% | -421.9% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling