-28.6%
ELAN vs GTLB
-50.1%
+21.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | -5.4% | -5.7% | +0.3% | -4.6% |
| 30D | +4.7% | +15.1% | -10.4% | +2.4% |
| 3M | -3.7% | +65.5% | -69.1% | -11.2% |
| 6M | -1.2% | +102.9% | -104.1% | -12.7% |
| YTD | +2.4% | +25.2% | -22.8% | -2.8% |
| 1Y | +23.4% | -5.5% | +28.9% | +21.8% |
| 3Y | +96.7% | -10.9% | +107.6% | +87.1% |
| All | -28.6% | -50.1% | +21.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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