+96.7%
ELAN vs GWRE
+50.1%
+46.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -5.4% | -13.2% | +7.8% | -4.3% |
| 30D | +4.7% | -18.6% | +23.3% | +5.9% |
| 3M | -3.7% | +18.9% | -22.6% | -6.5% |
| 6M | -1.2% | -11.0% | +9.8% | -1.2% |
| YTD | +2.4% | -29.9% | +32.3% | +5.9% |
| 1Y | +23.4% | -44.3% | +67.7% | +32.9% |
| 3Y | +96.7% | +51.7% | +45.0% | +38.5% |
| All | +96.7% | +50.1% | +46.6% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling