-30.4%
ELAN vs GRMN
+81.6%
-112.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.9% | -0.5% |
| 7D | -5.4% | +2.4% | -7.9% | -6.4% |
| 30D | +4.7% | -8.5% | +13.2% | +8.7% |
| 3M | -3.7% | +19.5% | -23.1% | -12.2% |
| 6M | -1.2% | +21.2% | -22.4% | -10.5% |
| YTD | +2.4% | +41.0% | -38.7% | -13.8% |
| 1Y | +23.4% | +19.6% | +3.8% | +11.1% |
| 3Y | +96.7% | +183.8% | -87.1% | +6.8% |
| All | -30.4% | +81.6% | -112.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling