-29.6%
ELAN vs GTLB
-49.8%
+20.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.2% |
| 7D | -6.4% | -4.1% | -2.3% | -5.8% |
| 30D | +0.6% | +12.3% | -11.8% | -1.3% |
| 3M | 0.0% | +65.9% | -66.0% | -7.9% |
| 6M | -3.4% | +104.0% | -107.4% | -14.7% |
| YTD | +1.0% | +26.0% | -25.0% | -4.2% |
| 1Y | +24.7% | -3.5% | +28.2% | +22.7% |
| 3Y | +97.2% | -9.6% | +106.9% | +87.3% |
| All | -29.6% | -49.8% | +20.3% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling