-34.6%
ELAN vs GRMN
+366.4%
-401.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -4.6% | -1.4% | -3.2% | -3.9% |
| 30D | +5.7% | -13.1% | +18.8% | +12.8% |
| 3M | -3.9% | +14.9% | -18.8% | -11.2% |
| 6M | -1.6% | +13.1% | -14.7% | -8.5% |
| YTD | +4.1% | +35.3% | -31.2% | -11.7% |
| 1Y | +25.5% | +16.0% | +9.5% | +13.9% |
| 3Y | +103.2% | +179.6% | -76.4% | +9.8% |
| 5Y | -29.8% | +75.0% | -104.8% | -52.7% |
| All | -34.6% | +366.4% | -401.0% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling